A Parsimonious Granger Causality Formulation for Capturing Arbitrarily Long Multivariate Associations

Andrea Duggento, Gaetano Valenza, Luca Passamonti, Salvatore Nigro, Maria Giovanna Bianco, Maria Guerrisi, Riccardo Barbieri, Nicola Toschi. A Parsimonious Granger Causality Formulation for Capturing Arbitrarily Long Multivariate Associations. Entropy, 21(7):629, 2019. [doi]

Abstract

Abstract is missing.