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0578518 - ÚI 2025 DE eng J - Journal Article
Bodík, Juraj - Paluš, Milan - Pawlas, Z.
Causality in extremes of time series.
Extremes. Roč. 27, č. 1 (2024), s. 67-121. ISSN 1386-1999. E-ISSN 1572-915X
R&D Projects: GA ČR(CZ) GA19-16066S
Grant - others:AV ČR(CZ) AP1901
Program: Akademická prémie - Praemium Academiae
Institutional support: RVO:67985807
Keywords : Granger causality * Causal inference * Nonlinear time series * Causality-in-tail * Extreme value theory * Heavy tails
Impact factor: 1.3, year: 2022
Method of publishing: Open access
https://doi.org/10.1007/s10687-023-00479-5
Permanent Link: https://hdl.handle.net/11104/0347507