The main points of our work were (i) to characterize statistical properties of the traditional computation of Granger–Geweke (GG) causality and (ii) to analyze how the dynamics of the system are represented in the GG-causality measure. Barnett et al. (1) point out that the issues with bias and variance in...
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Τρίτη 17 Ιουλίου 2018
Reply to Barnett et al.: Regarding interpretation of Granger causality analyses [Physical Sciences]
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