Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis

Chainarong Amornbunchornvej, Elena Zheleva, Tanya Y. Berger-Wolf. Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis. TKDD, 15(4), 2021. [doi]

Authors

Chainarong Amornbunchornvej

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Elena Zheleva

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Tanya Y. Berger-Wolf

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