Kernel canonical-correlation Granger causality for multiple time series

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 83, Issue 4, 2011, Pages

  Wu, Guorong ^a   Duan, Xujun ^a   Liao, Wei ^a   Gao, Qing ^a   Chen, Huafu ^a  

^a UNIVERSITY OF ELECTRONIC SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

[No Author keywords available]

Indexed keywords

AUTOREGRESSIVE METHODS; CANONICAL CORRELATIONS; GRANGER CAUSALITY; INFORMATION FLOWS; MULTIPLE TIME SERIES; MULTIVARIATE STATISTICAL TECHNIQUES; POTENTIAL MODEL; SIMPLIFIED PROCEDURE; SIMULATED DATA;

MULTIVARIANT ANALYSIS; TIME SERIES;

TIME SERIES ANALYSIS;

EID: 79961091485     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.83.041921     Document Type: Article

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