Publication Date:
2016-02-17
Description:
Author(s): Benjamin Wahl, Ulrike Feudel, Jaroslav Hlinka, Matthias Wächter, Joachim Peinke, and Jan A. Freund Granger causality is a statistical concept devised to reconstruct and quantify predictive information flow between stochastic processes. Although the general concept can be formulated model-free it is often considered in the framework of linear stochastic processes. Here we show how local linear mod… [Phys. Rev. E 93, 022213] Published Tue Feb 16, 2016
Keywords:
Nonlinear Dynamics and Chaos
Print ISSN:
1539-3755
Electronic ISSN:
1550-2376
Topics:
Physics
Permalink