Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods

The information-theoretical concept transfer entropy is an ideal measure for detecting conditional independence, or Granger causality in a time series setting. The recent literature indeed witnesses an increased interest in applications of entropy-based tests in this direction. However, those tests...

全面介紹

書目詳細資料

發表在:	Entropy
Main Authors:	Cees Diks, Hao Fang
格式:	Article
語言:	英语
出版:	MDPI AG 2017-07-01
主題:	transfer entropy Granger causality nonparametric test bootstrap surrogate data
在線閱讀:	https://www.mdpi.com/1099-4300/19/7/372