How to detect the Granger-causal flow direction in the presence of additive noise?
How to detect the Granger-causal flow direction in the presence of additive noise?
M. Vinck,Lisanne Huurdeman,4 Authors,P. Tiesinga
2015 · DOI: 10.1016/j.neuroimage.2014.12.017
NeuroImage · 87 Citations
TLDR
For ensembles of vector autoregressive (VAR) models encompassing bidirectionally coupled sources, these alternative methods do not correctly measure Granger-causal directionality for a substantial fraction of VAR models, even in the absence of noise.
