Frequency Domain Repercussions of Instantaneous Granger Causality.
Entropy (Basel)
; 23(8)2021 Aug 12.
Article
en En
| MEDLINE
| ID: mdl-34441177
ABSTRACT
Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC's repercussions associated with Granger connectivity, where interactions mediated without delay between time series can be easily detected.
Texto completo:
1
Colección:
01-internacional
Base de datos:
MEDLINE
Tipo de estudio:
Etiology_studies
Idioma:
En
Revista:
Entropy (Basel)
Año:
2021
Tipo del documento:
Article
País de afiliación:
Brasil