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Partial Directed Coherence and the Vector Autoregressive Modelling Myth and a Caveat

Here we dispel the lingering myth that Partial Directed Coherence is a Vector Autoregressive (VAR) Modelling dependent concept. In fact, our examples show that it is spectral factorization that lies at its heart, for which VAR modelling is a mere, albeit very efficient and convenient, device. This a...

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Detalles Bibliográficos
Autores principales: Baccalá, Luiz A., Sameshima, Koichi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10012995/
https://www.ncbi.nlm.nih.gov/pubmed/36926097
http://dx.doi.org/10.3389/fnetp.2022.845327