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Frequency Domain Repercussions of Instantaneous Granger Causality
Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector a...
Autores principales: | Baccalá, Luiz A., Sameshima, Koichi |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8392485/ https://www.ncbi.nlm.nih.gov/pubmed/34441177 http://dx.doi.org/10.3390/e23081037 |
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