A Gaussian process regression approach for testing Granger causality between time series data. Amblard, P., Michel, O. J. J., Richard, C., & Honeine, P. In Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on, pages 3357-3360, 2012. IEEE.
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Paper bibtex
Paper bibtex @inproceedings{amblard2012gaussian,
author = {Amblard, Pierre-Olivier and Michel, Olivier J. J. and Richard, Cédric and Honeine, Paul},
booktitle = {Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on},
date-modified = {2022-04-07 16:34:39 +0200},
keywords = {testing signal stationarity/causality},
organization = {IEEE},
pages = {3357-3360},
title = {A Gaussian process regression approach for testing Granger causality between time series data},
url_paper = {Articles/amblard2012gaussian.pdf},
year = {2012}}Downloads: 0
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