IEEE - Institute of Electrical and Electronics Engineers, Inc. - Statistical Tests for Detecting Granger Causality

Author(s): Ribhu Chopra ; Chandra R. Murthy ; Govindan Rangarajan
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Electronic): 1941-0476
ISSN (Paper): 1053-587X
DOI: 10.1109/TSP.2018.2872004
Regular:

Detection of a causal relationship between two or more sets of data is an important problem across various scientific disciplines. The Granger causality index and its derivatives are important... View More

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