Equivalence of granger causality and transfer entropy: A generalization

Applied Mathematical Sciences

Volumn 5, Issue 73-76, 2011, Pages 3637-3648

  Hlavařcková Schindler, Kateřina ^a  

^a ERICH SCHMID INSTITUTE OF MATERIALS SCIENCE   (Austria)

Author keywords

Gaussian probability distribution; Generalized Gaussian probability distribution; Granger causality; Transfer entropy

Indexed keywords

EID: 84856526062     PISSN: None     EISSN: 1312885X     Source Type: Journal    
DOI: None     Document Type: Article

References (24)

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