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    JMLR
    2011
    187views more  JMLR 2011»
    Robust Statistics for Describing Causality in Multivariate Time Series
    13 years 2 months ago
    Robust Statistics for Describing Causality in Multivariate Time Series
    Download  jmlr.csail.mit.edu
    A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
    Florin Popescu
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