Reliability of the Granger causality inference
How to characterize information flows in physical, biological, and social systems remains a major theoretical challenge. Granger causality (GC) analysis has been widely used to investigate information flow through causal interactions. We address one of the central questions in GC analysis, that is,...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
IOP Publishing
2014-01-01
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| coleção: | New Journal of Physics |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1088/1367-2630/16/4/043016 |
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