Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Reference12 articles.
1. Akaike, H.: On the use of a linear model for the identification of feedback system. Ann. Inst. Stat. Math.20, 425–439 (1968)
2. Gel'fand, I.M., Yaglom, A.M.: Calculation of the amount of information about a random function contained in another such function. Am. Math. Soc. Transl. Ser. 212, 199–246 (1959)
3. Geweke, J.: Measurement of linear dependence and feedback between multiple time series. J. Am. Stat. Assoc.77, 304–324 (1982)
4. Granger, C.W.J.: Economic process involving feedback. Inf. Control6, 28–48 (1963)
5. Granger, C.W.J.: Investigating causal relations by econometric models and cross-spectral methods. Econometrica37, 424–38 (1969)
Cited by
247 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献