Assessing Nonlinear Granger Causality from Multivariate Time Series

Cite

Text

Sun. "Assessing Nonlinear Granger Causality from Multivariate Time Series." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2008. doi:10.1007/978-3-540-87481-2_29

Markdown

[Sun. "Assessing Nonlinear Granger Causality from Multivariate Time Series." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2008.](https://mlanthology.org/ecmlpkdd/2008/sun2008ecmlpkdd-assessing/) doi:10.1007/978-3-540-87481-2_29

BibTeX

@inproceedings{sun2008ecmlpkdd-assessing,
  title     = {{Assessing Nonlinear Granger Causality from Multivariate Time Series}},
  author    = {Sun, Xiaohai},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2008},
  pages     = {440-455},
  doi       = {10.1007/978-3-540-87481-2_29},
  url       = {https://mlanthology.org/ecmlpkdd/2008/sun2008ecmlpkdd-assessing/}
}