Inference of Granger causal time-dependent influences in noisy multivariate time series.
Inference of Granger causal time-dependent influences in noisy multivariate time series.
L. Sommerlade,M. Thiel,5 Authors,B. Schelter
2012 · DOI: 10.1016/j.jneumeth.2011.08.042
Journal of Neuroscience Methods · 71 Citations
TLDR
A new approach to Granger-causal interactions between processes is presented by combining renormalized partial directed coherence with state space modeling and a numerical efficient way to perform both the estimation as well as the statistical inference will be presented.