Simulation study of direct causality measures in multivariate time series

Entropy

Volumn 15, Issue 7, 2013, Pages 2635-2661

  Papana, Angeliki ^a   Kyrtsou, Catherine ^a,b   Kugiumtzis, Dimitris ^c   Diks, Cees ^d  

^a UNIVERSITY OF MACEDONIA   (Greece)

^b UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^c ARISTOTLE UNIVERSITY OF THESSALONIKI   (Greece)

^d UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Direct Granger causality; Information measures; Multivariate time series

Indexed keywords

EID: 84880925421     PISSN: None     EISSN: 10994300     Source Type: Journal    
DOI: 10.3390/e15072635     Document Type: Article

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