Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix

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ژورنال

عنوان ژورنال: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences

سال: 2013

ISSN: 1364-503X,1471-2962

DOI: 10.1098/rsta.2011.0610