Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods
Author:
Publisher
MDPI AG
Subject
General Physics and Astronomy
Link
http://www.mdpi.com/1099-4300/19/7/372/pdf
Reference51 articles.
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1. Identifying Effective Connectivity between Stochastic Neurons with Variable-Length Memory Using a Transfer Entropy Rate Estimator;Brain Sciences;2024-04-29
2. Network inference from short, noisy, low time-resolution, partial measurements: Application to C. elegans neuronal calcium dynamics;Proceedings of the National Academy of Sciences;2023-03-16
3. The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises;Revista Galega de Economía;2022-11-24
4. The Causality and Uncertainty of the COVID-19 Pandemic to Bursa Malaysia Financial Services Index’s Constituents;Entropy;2022-08-10
5. Inflations and its uncertainty in Some ECOWAS member states: Transfer entropy approach;Central Bank of Nigeria Journal of Applied Statistics;2022-03-30
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