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Volumn 105, Issue 5-6, 2011, Pages 331-347

On the spectral formulation of Granger causality

Author keywords

Directed transfer function; Granger causality; Multivariate processes; Partial directed coherence; Sims causality; Transfer entropy

Indexed keywords

DIRECTED TRANSFER FUNCTIONS; GRANGER CAUSALITY; MULTIVARIATE PROCESS; PARTIAL DIRECTED COHERENCE; TRANSFER ENTROPY;

EID: 84858075323     PISSN: 03401200     EISSN: 14320770     Source Type: Journal    
DOI: 10.1007/s00422-011-0469-z     Document Type: Article
Times cited : (84)

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