- Article
Wavelet Multiscale Granger Causality Analysis Based on State Space Models
- Qiyi Zhang,
- Chuanlin Zhang and
- Shuangqin Cheng
Granger causality (GC) is a popular method in causal linkage recovery and has been applied to various fields, such as economics and neuroscience. While the conventional Granger causality model is capable of identifying symmetrical causal relationship...