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JMLR
2011
187views more  JMLR 2011»
12 years 11 months ago
Robust Statistics for Describing Causality in Multivariate Time Series
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