Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model
Siggiridou, Elsa, Kugiumtzis, DimitrisVolume:
64
Language:
english
Journal:
IEEE Transactions on Signal Processing
DOI:
10.1109/TSP.2015.2500893
Date:
April, 2016
File:
PDF, 2.63 MB
english, 2016