Local Granger causality

Stramaglia, S; Scagliarini, T; Antonacci, Y; Faes, L

Stramaglia, S (corresponding author), Univ Bari Aldo Moro, Dipartimento Interateneo Fis, I-70126 Bari, Italy.; Stramaglia, S (corresponding author), Ist Nazl Fis Nucl, Sez Bari, I-70126 Bari, Italy.

PHYSICAL REVIEW E, 2021; 103 (2):

Abstract

Granger causality (GC) is a statistical notion of causal influence based on prediction via linear vector autoregression. For Gaussian variables it is ......

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