Multivariate Granger causality: An estimation framework based on factorization of the spectral density matrix

Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 371, Issue 1997, 2013, Pages

  Wen, Xiaotong ^a   Rangarajan, Govindan ^b   Ding, Mingzhou ^a  

^a J Crayton Pruitt Family Department of Biomedical Engineering   (United States)

^b INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

Factorization; Granger causality; Multivariate; Spectral density matrix

Indexed keywords

BRAIN; ESTIMATION; FACTORIZATION;

AUTO REGRESSIVE MODELS; CURRENT ESTIMATION; DIRECTIONAL INTERACTIONS; FUNCTIONAL IMAGING; GRANGER CAUSALITY; MULTI-ELECTRODE; MULTIVARIATE; SPECTRAL DENSITY MATRIX;

STATISTICAL TESTS;

ANIMAL; ARTICLE; BIOLOGICAL MODEL; BRAIN; BRAIN MAPPING; COMPUTER SIMULATION; FACTORIAL ANALYSIS; FACTORIZATION; GRANGER CAUSALITY; HUMAN; METHODOLOGY; MULTIVARIATE; MULTIVARIATE ANALYSIS; NERVE CELL NETWORK; PHYSIOLOGY; REGRESSION ANALYSIS; SPECTRAL DENSITY MATRIX; STATISTICAL MODEL; SYNAPTIC TRANSMISSION;

FACTORIZATION; GRANGER CAUSALITY; MULTIVARIATE; SPECTRAL DENSITY MATRIX;

ANIMALS; BRAIN; BRAIN MAPPING; COMPUTER SIMULATION; FACTOR ANALYSIS, STATISTICAL; HUMANS; MODELS, NEUROLOGICAL; MODELS, STATISTICAL; MULTIVARIATE ANALYSIS; NERVE NET; REGRESSION ANALYSIS; SYNAPTIC TRANSMISSION;

EID: 84880528896     PISSN: 1364503X     EISSN: None     Source Type: Journal    
DOI: 10.1098/rsta.2011.0610     Document Type: Article

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