Statistical Inference of Lead-Lag Between Asynchronous Time Series from P-Values of Transfer Entropy at Various Timescales

Christian Bongiorno, Damien Challet. Statistical Inference of Lead-Lag Between Asynchronous Time Series from P-Values of Transfer Entropy at Various Timescales. In Hocine Cherifi, Rosario Nunzio Mantegna, Luis M. Rocha, Chantal Cherifi, Salvatore Miccichè, editors, Complex Networks and Their Applications XI - Proceedings of The Eleventh International Conference on Complex Networks and Their Applications: COMPLEX NETWORKS 2022, Palermo, Italy, 8-10 November, 2022, Volume 1. Volume 1077 of Studies in Computational Intelligence, pages 514-525, Springer, 2022. [doi]

Abstract

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