Zobrazeno 1 - 2
of 2
pro vyhledávání: '"97K80, 94A16"'
We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it helps determine the predictabi
Externí odkaz:
http://arxiv.org/abs/2010.05320
Publikováno v:
Journal of Forecasting. 40:626-635
We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it helps determine the predictabi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::afe00b207bd18df16e538a616d5299e2
https://doi.org/10.1002/for.2732
https://doi.org/10.1002/for.2732
