On the Causality between Multiple Locally Stationary Processes
When one would like to describe the relations between multivariate time series, the concepts of dependence and causality are of importance. These concepts also appear to be useful when one is describing the properties of an engineering or econometric model. Although the measures of dependence and ca...
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| Format: | Article |
| Language: | English |
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Asia University
2012-01-01
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| Series: | Advances in Decision Sciences |
| Online Access: | http://dx.doi.org/10.1155/2012/261707 |