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Granger Causality on forward and Reversed Time Series

In this study, the information flow time arrow is investigated for stochastic data defined by vector autoregressive models. The time series are analyzed forward and backward by different Granger causality detection methods. Besides the normal distribution, which is usually required for the validity...

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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Chvosteková, Martina, Jakubík, Jozef, Krakovská, Anna
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2021
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC8066447/
https://ncbi.nlm.nih.gov/pubmed/33808377
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23040409
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