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Conditional Granger Causality of Diffusion Processes
- 1.0480176 - ÚI 2018 RIV DE eng J - Journal Article
Wahl, B. - Feudel, U. - Hlinka, Jaroslav - Wächter, M. - Peinke, J. - Freund, J.A.
Conditional Granger Causality of Diffusion Processes.
European Physical Journal B. Roč. 90, č. 10 (2017), č. článku 197. ISSN 1434-6028. E-ISSN 1434-6036
R&D Projects: GA ČR GA13-23940S; GA MZd(CZ) NV15-29835A
Institutional support: RVO:67985807
Keywords : Granger causality * stochastic process * diffusion process * nonlinear dynamical systems
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impact factor: 1.536, year: 2017
Permanent Link: http://hdl.handle.net/11104/0276061
Number of the records: 1