Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix

By Xiaotong Wen, Govindan Rangarajan, Mingzhou Ding. 2013

Subfields: Statistics and Probability, Signal Processing

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

1. Justin Riddle
2. M. D'esposito
3. Mattia F. Pagnotta

In Signal Processing

1. Justin Riddle
2. M. D'esposito
3. Mattia F. Pagnotta

Citations in the corpus

• Multiplexed Levels of Cognitive Control through Delta and Theta Neural Oscillations (2024, methodology): “…measures of Granger – Geweke causality (Geweke, 1982) were derived from the spectral estimates of that interval, by using a multivariate method based on nonparametric spectral factorization (Pagnotta, Dhamala, & Plomp, 2018; Wen, Rangarajan, & Ding, 2013; Dhamala, Rangarajan, & Ding, 2008a, 2008b).”