Ribhu Chopra, Chandra Ramabhadra Murthy, Govindan Rangarajan. Statistical Tests for Detecting Granger Causality. IEEE Transactions on Signal Processing, 66(22):5803-5816, 2018. [doi]
@article{ChopraMR18, title = {Statistical Tests for Detecting Granger Causality}, author = {Ribhu Chopra and Chandra Ramabhadra Murthy and Govindan Rangarajan}, year = {2018}, doi = {10.1109/TSP.2018.2872004}, url = {https://doi.org/10.1109/TSP.2018.2872004}, researchr = {https://researchr.org/publication/ChopraMR18}, cites = {0}, citedby = {0}, journal = {IEEE Transactions on Signal Processing}, volume = {66}, number = {22}, pages = {5803-5816}, }