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"Granger Causality in Multivariate Time Series Using a Time-Ordered ..."

Elsa Siggiridou, Dimitris Kugiumtzis (2016)

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DOI: 10.1109/TSP.2015.2500893

access: closed

type: Journal Article

metadata version: 2020-03-10

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  - https://dblp.org/rec/journals/tsp/SiggiridouK16
Elsa Siggiridou, Dimitris Kugiumtzis:
Granger Causality in Multivariate Time Series Using a Time-Ordered Restricted Vector Autoregressive Model. IEEE Trans. Signal Process. 64(7): 1759-1773 (2016)

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