Effect of measurement noise on Granger causality

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

Volumn 90, Issue 6, 2014, Pages

  Nalatore, Hariharan ^a   Sasikumar, N ^a   Rangarajan, Govindan ^b  

^a SIR M VISVESVARAYA INSTITUTE OF TECHNOLOGY   (India)

^b INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; IMAGE SEGMENTATION; MAXIMUM PRINCIPLE; SPURIOUS SIGNAL NOISE;

AUTOREGRESSIVE PROCESS; BIVARIATE; CAUSAL RELATIONS; EFFECT OF MEASUREMENTS; EFFECT OF NOISE; EXPECTATION-MAXIMIZATION ALGORITHMS; GRANGER CAUSALITY; MEASUREMENT NOISE;

STATISTICAL TESTS;

EID: 84919477258     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.90.062127     Document Type: Article

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