메뉴 건너뛰기




Volumn , Issue , 2008, Pages 4939-4944

On causality and mutual information

Author keywords

[No Author keywords available]

Indexed keywords

MUTUAL INFORMATIONS; NONSTATIONARY; STATIONARITY;

EID: 62949086172     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2008.4738640     Document Type: Conference Paper
Times cited : (36)

References (34)
  • 1
    • 0001805137 scopus 로고
    • Economic processes involving feedback
    • CWJ Granger, "Economic processes involving feedback", Information and Control, vol. 6, pp. 28-48, 1963.
    • (1963) Information and Control , vol.6 , pp. 28-48
    • Granger, C.W.J.1
  • 2
    • 0000351727 scopus 로고
    • Investigating causal relations by econometric models and cross-spectral methods
    • C.W.J. Granger, "Investigating causal relations by econometric models and cross-spectral methods", Econometrica, vol. 37, 1969.
    • (1969) Econometrica , vol.37
    • Granger, C.W.J.1
  • 3
    • 49649138606 scopus 로고
    • Causality or driving in electrophysiological signal analysis
    • W Gersch, "Causality or driving in electrophysiological signal analysis", Math Biosciences, vol. 14, pp. 177-196, 1972.
    • (1972) Math Biosciences , vol.14 , pp. 177-196
    • Gersch, W.1
  • 4
    • 0024544785 scopus 로고
    • Detection of feedback in the central nervous system using system identification techniques
    • SM Schnider, RH Kwong, FA Lenz, and HC Kwan, "Detection of feedback in the central nervous system using system identification techniques", Biol. Cyb., vol. 60, pp. 203-212, 1989.
    • (1989) Biol. Cyb , vol.60 , pp. 203-212
    • Schnider, S.M.1    Kwong, R.H.2    Lenz, F.A.3    Kwan, H.C.4
  • 5
    • 0025987253 scopus 로고
    • A new method of the description of the information flow in the brain structures
    • MJ Kaminski and KJ Blinowska, "A new method of the description of the information flow in the brain structures", Biol. Cyb., vol. 65, pp. 203-210, 1991.
    • (1991) Biol. Cyb , vol.65 , pp. 203-210
    • Kaminski, M.J.1    Blinowska, K.J.2
  • 6
    • 0033190863 scopus 로고    scopus 로고
    • On the directionality of cortical interactions studied by structural analysis of electrophysiological recordings
    • C Bernasconi and P Konig, "On the directionality of cortical interactions studied by structural analysis of electrophysiological recordings", Biol. Cyb., vol. 81, pp. 199-210, 1999.
    • (1999) Biol. Cyb , vol.81 , pp. 199-210
    • Bernasconi, C.1    Konig, P.2
  • 7
    • 19244387027 scopus 로고    scopus 로고
    • Analyzing multiple nonlinear time series with extended granger causality
    • Y Chen, G Rangarajan, J Feng, and M Ding, "Analyzing multiple nonlinear time series with extended granger causality", Phys Lett A, vol. 324, pp. 26-35, 2003.
    • (2003) Phys Lett A , vol.324 , pp. 26-35
    • Chen, Y.1    Rangarajan, G.2    Feng, J.3    Ding, M.4
  • 8
    • 0001462080 scopus 로고
    • Money, income and causality
    • C A Sims, "Money, income and causality", American Economic Review, vol. 62, pp. 540-552, 1972.
    • (1972) American Economic Review , vol.62 , pp. 540-552
    • Sims, C.A.1
  • 9
    • 0000552187 scopus 로고
    • Causality in temporal systems characterizations and a survey
    • DA Pierce and LD Haugh, "Causality in temporal systems characterizations and a survey", Journal of Econometrics, vol. 5, pp. 265-293, 1977.
    • (1977) Journal of Econometrics , vol.5 , pp. 265-293
    • Pierce, D.A.1    Haugh, L.D.2
  • 10
    • 84894912254 scopus 로고
    • The measurement of linear dependence and feedback between multiple time series
    • J Geweke, "The measurement of linear dependence and feedback between multiple time series", Jl Amer Stat Assoc, vol. 77, pp. 304-313, 1982.
    • (1982) Jl Amer Stat Assoc , vol.77 , pp. 304-313
    • Geweke, J.1
  • 11
    • 0040388197 scopus 로고
    • Time series modeling and causal ordering of Canadian money income and interest rates
    • North Holland
    • C Hsiao, "Time series modeling and causal ordering of Canadian money income and interest rates", in Time Series Analysis: Theory and Practice I. North Holland, 1982, pp. 671-699.
    • (1982) Time Series Analysis: Theory and Practice , vol.1 , pp. 671-699
    • Hsiao, C.1
  • 13
    • 0016541264 scopus 로고
    • Feedback between stationary stochastic processes
    • P E Caines and W W Chan, "Feedback between stationary stochastic processes", IEEE Trans Autom Contr, vol. 20, pp. 498-508, 1975.
    • (1975) IEEE Trans Autom Contr , vol.20 , pp. 498-508
    • Caines, P.E.1    Chan, W.W.2
  • 14
    • 0017009560 scopus 로고
    • Weak and strong feedback free processes
    • PE Caines, "Weak and strong feedback free processes", IEEE. Trans Auto Contr, vol. 21, pp. 737-739, 1976.
    • (1976) IEEE. Trans Auto Contr , vol.21 , pp. 737-739
    • Caines, P.E.1
  • 15
    • 0020115493 scopus 로고
    • On jointly stationary feedback-free stochastic processes
    • MR Gevers and BDO Anderson, "On jointly stationary feedback-free stochastic processes", IEEE Trans Autom Ctr, vol. AC-27, pp. 431-436, 1982.
    • (1982) IEEE Trans Autom Ctr , vol.AC-27 , pp. 431-436
    • Gevers, M.R.1    Anderson, B.D.O.2
  • 16
    • 0039635416 scopus 로고
    • Topics in advanced time series analysis
    • G del Pino and R Rebolledo, eds; Springer-Verlag
    • V Solo, "Topics in advanced time series analysis", in Lectures in Probability and Statistics. 1986, pp. 165-328, G del Pino and R Rebolledo, eds; Springer-Verlag.
    • (1986) Lectures in Probability and Statistics , pp. 165-328
    • Solo, V.1
  • 17
    • 0001119572 scopus 로고
    • A note on non-causality
    • JP Florens and M Mouchart, "A note on non-causality", Econometrica, vol. 50, pp. 583-592, 1982.
    • (1982) Econometrica , vol.50 , pp. 583-592
    • Florens, J.P.1    Mouchart, M.2
  • 18
    • 0039890223 scopus 로고    scopus 로고
    • Elimination of third series effect and defining partial measures of causality
    • Y Hosoya, "Elimination of third series effect and defining partial measures of causality", Jl Time Series Analysis, vol. 22, pp. 537-554, 2001.
    • (2001) Jl Time Series Analysis , vol.22 , pp. 537-554
    • Hosoya, Y.1
  • 20
    • 0001639159 scopus 로고
    • Causality: Some statistical aspects
    • D R Cox, "Causality: Some statistical aspects", Jl Royal Stat Soc A, vol. 155, pp. 291-301, 1992.
    • (1992) Jl Royal Stat Soc A , vol.155 , pp. 291-301
    • Cox, D.R.1
  • 24
    • 0023384307 scopus 로고
    • Measures of mutual and causal dependence between two time series
    • J Rissannen and M Wax, "Measures of mutual and causal dependence between two time series", IEEE TRANSACTIONS ON INFORMATION THEORY, vol. 33, pp. 598-601, 1987.
    • (1987) IEEE TRANSACTIONS ON INFORMATION THEORY , vol.33 , pp. 598-601
    • Rissannen, J.1    Wax, M.2
  • 30
    • 0000751035 scopus 로고
    • Sufficiency and statistical decision functions
    • RR Bahadur, "Sufficiency and statistical decision functions", Ann Math Stat, vol. 25, pp. 423-462, 1954.
    • (1954) Ann Math Stat , vol.25 , pp. 423-462
    • Bahadur, R.R.1
  • 32
    • 62949192430 scopus 로고
    • Comment on: Measurement of linear dependence and feedback between multiple time series
    • E Parzen, "Comment on: Measurement of linear dependence and feedback between multiple time series", Jl Amer Stat Assoc, vol. 77, pp. 320-322, 1982.
    • (1982) Jl Amer Stat Assoc , vol.77 , pp. 320-322
    • Parzen, E.1
  • 34
    • 0001159401 scopus 로고
    • Subadditive ergodic theory
    • JFC Kingman, "Subadditive ergodic theory", Ann Prob, vol. 1, pp. 883-899, 1973.
    • (1973) Ann Prob , vol.1 , pp. 883-899
    • Kingman, J.F.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.