Time-varying linear and nonlinear parametric model for Granger causality analysis

Title
Time-varying linear and nonlinear parametric model for Granger causality analysis
Authors
Keywords
-
Journal
PHYSICAL REVIEW E
Volume 85, Issue 4, Pages -
Publisher
American Physical Society (APS)
Online
2012-04-10
DOI
10.1103/physreve.85.041906

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