Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)

First Author: Barnett L

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1103/physrevlett.103.238701

PubMed Identifier: 20366183

Publication URI: http://europepmc.org/abstract/MED/20366183

Type: Journal Article/Review

Parent Publication: Physical Review Letters

Issue: 23

ISSN: 0031-9007