Detecting direct causality in multivariate time series: A comparative study

Angeliki Papana, Elsa Siggiridou, Dimitris Kugiumtzis. Detecting direct causality in multivariate time series: A comparative study. Commun. Nonlinear Sci. Numer. Simul., 99:105797, 2021. [doi]

Authors

Angeliki Papana

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Elsa Siggiridou

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Dimitris Kugiumtzis

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