Simulation Study of Direct Causality Measures in Multivariate Time Series.

Angeliki Papana Catherine Kyrtsou Dimitris Kugiumtzis Cees Diks

Published in: Entropy (2013)

Keyphrases

simulation study
multivariate time series
granger causality
multivariate time series data
temporal data
temporal patterns
phase space reconstruction
monte carlo
website
high dimensional
least squares
autoregressive