Letter to the editor of Heliyon re: Grassmann, G. "New considerations on the validity of the Wiener-Granger causality test" [Heliyon 6 (2020) e05208]

. 2021 Sep ; 7 (9) : e07948. [epub] 20210910

Status PubMed-not-MEDLINE Jazyk angličtina Země Velká Británie, Anglie Médium electronic-ecollection

Typ dokumentu časopisecké články

Perzistentní odkaz   https://www.medvik.cz/link/pmid34568595
Odkazy

PubMed 34568595
PubMed Central PMC8449176
DOI 10.1016/j.heliyon.2021.e07948
PII: S2405-8440(21)02051-X
Knihovny.cz E-zdroje

Zobrazit více v PubMed

Grassmann G. New considerations on the validity of the Wiener-Granger causality test. Heliyon. 2020;6 PubMed PMC

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Barnett L., Seth A.K. The MVGC multivariate Granger causality toolbox: a new approach to Granger-causal inference. J. Neurosci. Methods. 2014;223:50–68. PubMed

Casella G., Berger R.L. Duxbury; 2002. Statistical Inference.

Lütkepohl H. Springer-Verlag; 2005. New Introduction to Multiple Time Series Analysis.

Wiener N. Modern Mathematics for Engineers, Series 1. 1956. The theory of prediction. (Chapter 8)

Paluš M., Krakovská A., Jakubík J., Chvosteková M. Causality, dynamical systems and the arrow of time. Chaos. 2018;28 PubMed

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