Bibliography
Conference Paper (international conference)
Granger Causality for Ill-Posed Problems: Methods, Ideas and Application in Life Sciences
: Conference on Statistics and Causality
: Statistics and Causality - Conference 2014, (Vienna, AT, 23.05.2014-24.05.2014)
: GA13-13502S, GA ČR
: Granger causality, statistics, variable selection, thresholding
: http://library.utia.cas.cz/separaty/2014/AS/hlavackova-schindler-0427944.pdf
(eng): For detecting causal relationships between variables xj, j = 1, …, p the concept of the so called multivariate Granger causality has been proposed. Based on the intuition that the cause should precede its effect, in Granger causality one says that a variable xi can be potentially caused by the past versions of the involved variables xj, j = 1, …, p.
: BB