Abstract
Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC’s repercussions associated with Granger connectivity, where interactions mediated without delay between time series can be easily detected.
Funder
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Fundação de Amparo à Pesquisa do Estado de São Paulo
Subject
General Physics and Astronomy
Cited by
4 articles.
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