Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality. (English) Zbl 07308426 J. Econom. 218, No. 2, 633-654 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{E. Ghysels} et al., J. Econom. 218, No. 2, 633--654 (2020; Zbl 07308426) Full Text: DOI
Papana, Angeliki; Papana-Dagiasis, Ariadni; Siggiridou, Elsa Shortcomings of transfer entropy and partial transfer entropy: extending them to escape the curse of dimensionality. (English) Zbl 07306782 Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 16, Article ID 2050250, 23 p. (2020). MSC: 62M10 62H30 62P05 91B84 PDF BibTeX XML Cite \textit{A. Papana} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 30, No. 16, Article ID 2050250, 23 p. (2020; Zbl 07306782) Full Text: DOI
Ruan, Qingsong; Zhang, Jiarui; Zhou, Yaping; Lv, Dayong Margin-trading activities and future stock returns: new evidence from nonlinear analysis. (English) Zbl 1452.91299 Fractals 28, No. 6, Article ID 2050126, 16 p. (2020). MSC: 91G15 62P05 PDF BibTeX XML Cite \textit{Q. Ruan} et al., Fractals 28, No. 6, Article ID 2050126, 16 p. (2020; Zbl 1452.91299) Full Text: DOI
Dong, Jichang; Dai, Wei; Li, Jingjing Exploring the linear and nonlinear causality between Internet big data and stock markets. (English) Zbl 1447.91168 J. Syst. Sci. Complex. 33, No. 3, 783-798 (2020). MSC: 91G15 62P05 62R07 PDF BibTeX XML Cite \textit{J. Dong} et al., J. Syst. Sci. Complex. 33, No. 3, 783--798 (2020; Zbl 1447.91168) Full Text: DOI
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara Robust causality test of infinite variance processes. (English) Zbl 07180801 J. Econom. 216, No. 1, 235-245 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{F. Akashi} et al., J. Econom. 216, No. 1, 235--245 (2020; Zbl 07180801) Full Text: DOI
Dey, Asim Kumer; Edwards, Audrene; Das, Kumer Pial Determinants of high crude oil price: a nonstationary extreme value approach. (English) Zbl 1437.62685 J. Stat. Theory Pract. 14, No. 1, Paper No. 4, 14 p. (2020). MSC: 62P20 62G32 62M10 PDF BibTeX XML Cite \textit{A. K. Dey} et al., J. Stat. Theory Pract. 14, No. 1, Paper No. 4, 14 p. (2020; Zbl 1437.62685) Full Text: DOI
Peng, Yufang; Chen, Weidong; Wei, Pengbang; Yu, Guanyi Spillover effect and Granger causality investigation between China’s stock market and international oil market: a dynamic multiscale approach. (English) Zbl 1426.91318 J. Comput. Appl. Math. 367, Article ID 112460, 13 p. (2020). MSC: 91G99 62P05 PDF BibTeX XML Cite \textit{Y. Peng} et al., J. Comput. Appl. Math. 367, Article ID 112460, 13 p. (2020; Zbl 1426.91318) Full Text: DOI
Nataf, Olivier; De Moor, Lieven Debt rating downgrades of financial institutions: causality tests on single-issue CDS and iTraxx. (English) Zbl 1441.91083 Quant. Finance 19, No. 12, 1975-1993 (2019). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{O. Nataf} and \textit{L. De Moor}, Quant. Finance 19, No. 12, 1975--1993 (2019; Zbl 1441.91083) Full Text: DOI
Chen, Hongxia; Ye, Jimin ICA based identification of time-varying linear causal model. (English) Zbl 1449.62125 J. Harbin Inst. Technol. (N.S.) 26, No. 4, 32-40 (2019). MSC: 62H25 62J05 62P05 PDF BibTeX XML Cite \textit{H. Chen} and \textit{J. Ye}, J. Harbin Inst. Technol. (N.S.) 26, No. 4, 32--40 (2019; Zbl 1449.62125) Full Text: DOI
Chvosteková, Martina Modified Granger causality in selected neighborhoods. (English) Zbl 1434.62148 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis. Selected contributions from the international conference on time series and forecasting, ITISE 2018, Granada, Spain, September 19–21, 2018. Cham: Springer. Contrib. Stat., 31-42 (2019). MSC: 62J05 62M20 62M10 PDF BibTeX XML Cite \textit{M. Chvosteková}, in: Theory and applications of time series analysis. Selected contributions from the international conference on time series and forecasting, ITISE 2018, Granada, Spain, September 19--21, 2018. Cham: Springer. 31--42 (2019; Zbl 1434.62148) Full Text: DOI
Chen, Cathy W. S.; Than-Thi, Hong; So, Mike K. P. On hysteretic vector autoregressive model with applications. (English) Zbl 07193720 J. Stat. Comput. Simulation 89, No. 2, 191-210 (2019). MSC: 62F15 37M10 62P20 PDF BibTeX XML Cite \textit{C. W. S. Chen} et al., J. Stat. Comput. Simulation 89, No. 2, 191--210 (2019; Zbl 07193720) Full Text: DOI
Xiao, Yanyang; Li, Songting; Zhou, Douglas Representing conditional Granger causality by vector auto-regressive parameters. (English) Zbl 1433.62152 Commun. Math. Sci. 17, No. 5, 1353-1386 (2019). MSC: 62H20 62F12 62J05 62M10 PDF BibTeX XML Cite \textit{Y. Xiao} et al., Commun. Math. Sci. 17, No. 5, 1353--1386 (2019; Zbl 1433.62152) Full Text: DOI
Götz, Thomas B.; Hecq, Alain W. Granger causality testing in mixed-frequency VARs with possibly (co)integrated processes. (English) Zbl 07140932 J. Time Ser. Anal. 40, No. 6, 914-935 (2019). MSC: 62M 62F03 62H15 62J05 62P20 PDF BibTeX XML Cite \textit{T. B. Götz} and \textit{A. W. Hecq}, J. Time Ser. Anal. 40, No. 6, 914--935 (2019; Zbl 07140932) Full Text: DOI
Hué, Sullivan; Lucotte, Yannick; Tokpavi, Sessi Measuring network systemic risk contributions: a leave-one-out approach. (English) Zbl 1411.91642 J. Econ. Dyn. Control 100, 86-114 (2019). MSC: 91G99 62P05 PDF BibTeX XML Cite \textit{S. Hué} et al., J. Econ. Dyn. Control 100, 86--114 (2019; Zbl 1411.91642) Full Text: DOI
Anderson, Brian D. O.; Deistler, Manfred; Dufour, Jean-Marie On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling. (English) Zbl 1425.62122 J. Time Ser. Anal. 40, No. 1, 102-123 (2019). Reviewer: Oscar Bustos (Córdoba) with Patricia Kisbye MSC: 62M10 91B84 62P20 62H12 60G10 62M15 PDF BibTeX XML Cite \textit{B. D. O. Anderson} et al., J. Time Ser. Anal. 40, No. 1, 102--123 (2019; Zbl 1425.62122) Full Text: DOI
Lahmiri, Salim; Bekiros, Stelios; Avdoulas, Christos Time-dependent complexity measurement of causality in international equity markets: a spatial approach. (English) Zbl 1442.91072 Chaos Solitons Fractals 116, 215-219 (2018). MSC: 91B84 62P20 94A17 PDF BibTeX XML Cite \textit{S. Lahmiri} et al., Chaos Solitons Fractals 116, 215--219 (2018; Zbl 1442.91072) Full Text: DOI
Kunitomo, Naoto; Kurisu, Daisuke; Awaya, Naoki Simultaneous multivariate Hawkes-type point processes and their application to financial markets. (English) Zbl 1430.62251 Jpn. J. Stat. Data Sci. 1, No. 2, 297-332 (2018). MSC: 62P20 91B84 62M10 62H12 60G55 PDF BibTeX XML Cite \textit{N. Kunitomo} et al., Jpn. J. Stat. Data Sci. 1, No. 2, 297--332 (2018; Zbl 1430.62251) Full Text: DOI
Triacca, Umberto Granger causality between vectors of time series: a puzzling property. (English) Zbl 1414.62382 Stat. Probab. Lett. 142, 39-43 (2018). MSC: 62M10 62B10 62H20 PDF BibTeX XML Cite \textit{U. Triacca}, Stat. Probab. Lett. 142, 39--43 (2018; Zbl 1414.62382) Full Text: DOI
Drover, Jonathan D.; Schiff, Nicholas D. A method for decomposing multivariate time series into a causal hierarchy within specific frequency bands. (English) Zbl 1402.92267 J. Comput. Neurosci. 45, No. 2, 59-82 (2018). MSC: 92C55 92C20 62P10 62M10 PDF BibTeX XML Cite \textit{J. D. Drover} and \textit{N. D. Schiff}, J. Comput. Neurosci. 45, No. 2, 59--82 (2018; Zbl 1402.92267) Full Text: DOI
Petrović, Ljiljana; Valjarević, Dragana Statistical causality and extremal measures. (English) Zbl 1393.60043 Bull. Korean Math. Soc. 55, No. 2, 561-572 (2018). MSC: 60G44 60G40 60H30 PDF BibTeX XML Cite \textit{L. Petrović} and \textit{D. Valjarević}, Bull. Korean Math. Soc. 55, No. 2, 561--572 (2018; Zbl 1393.60043) Full Text: Link
Wang, Xia; Hong, Yongmiao Characteristic function based testing for conditional independence: a nonparametric regression approach. (English) Zbl 1393.62019 Econom. Theory 34, No. 4, 815-849 (2018). MSC: 62G10 62G08 62M10 62P20 PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Hong}, Econom. Theory 34, No. 4, 815--849 (2018; Zbl 1393.62019) Full Text: DOI
Guidolin, Massimo; Pedio, Manuela Essentials of time series for financial applications. (English) Zbl 1418.62005 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-813409-2/pbk; 978-0-12-813410-8/ebook). xvi, 417 p. (2018). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62-01 91-01 62P05 62M10 62M05 62J05 62H12 91B84 91G70 PDF BibTeX XML Cite \textit{M. Guidolin} and \textit{M. Pedio}, Essentials of time series for financial applications. Amsterdam: Elsevier/Academic Press (2018; Zbl 1418.62005) Full Text: Link
Chylińska, Marta; Miłobędzki, Paweł Copper price discovery on COMEX, 2006–2015. (English) Zbl 1426.91264 Jajuga, Krzysztof (ed.) et al., Contemporary trends and challenges in finance. Proceedings from the 2nd Wroclaw international conference in finance, Wroclaw, Poland, September 27–28, 2016. Cham: Springer. Springer Proc. Bus. Econ., 57-67 (2017). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{M. Chylińska} and \textit{P. Miłobędzki}, in: Contemporary trends and challenges in finance. Proceedings from the 2nd Wroclaw international conference in finance, Wroclaw, Poland, September 27--28, 2016. Cham: Springer. 57--67 (2017; Zbl 1426.91264) Full Text: DOI
Rahimi, Azadeh; Chu, Ba M.; Lavoie, Marc Linear and non-linear Granger causality between short-term and long-term interest rates: a rolling window strategy. (English) Zbl 1411.62304 Metroeconomica 68, No. 4, 882-902 (2017). MSC: 62P05 62M10 91B84 PDF BibTeX XML Cite \textit{A. Rahimi} et al., Metroeconomica 68, No. 4, 882--902 (2017; Zbl 1411.62304) Full Text: DOI
Porta, Alberto; Marchi, Andrea; Bari, Vlasta; De Maria, Beatrice; Esler, Murray; Lambert, Elisabeth; Baumert, Mathias Assessing the strength of cardiac and sympathetic baroreflex controls via transfer entropy during orthostatic challenge. (English) Zbl 1404.92066 Philos. Trans. R. Soc. Lond., A, Math. Phys. Eng. Sci. 375, No. 2096, Article ID 20160290, 12 p. (2017). MSC: 92C30 37N25 PDF BibTeX XML Cite \textit{A. Porta} et al., Philos. Trans. R. Soc. Lond., A, Math. Phys. Eng. Sci. 375, No. 2096, Article ID 20160290, 12 p. (2017; Zbl 1404.92066) Full Text: DOI
Menden, Christian; Proaño, Christian R. Dissecting the financial cycle with dynamic factor models. (English) Zbl 1406.62123 Quant. Finance 17, No. 12, 1965-1994 (2017). MSC: 62P05 62H25 62P20 62M10 PDF BibTeX XML Cite \textit{C. Menden} and \textit{C. R. Proaño}, Quant. Finance 17, No. 12, 1965--1994 (2017; Zbl 1406.62123) Full Text: DOI
Yao, Can-Zhong; Lin, Qing-Wen The mutual causality analysis between the stock and futures markets. (English) Zbl 1400.91255 Physica A 478, 188-204 (2017). MSC: 91B30 62M10 62P05 91B44 PDF BibTeX XML Cite \textit{C.-Z. Yao} and \textit{Q.-W. Lin}, Physica A 478, 188--204 (2017; Zbl 1400.91255) Full Text: DOI
Zhang, Lingxiang Partial unit root and surplus-lag Granger causality testing: a Monte Carlo simulation study. (English) Zbl 1384.62323 Commun. Stat., Theory Methods 46, No. 24, 12317-12323 (2017). MSC: 62P20 62M10 PDF BibTeX XML Cite \textit{L. Zhang}, Commun. Stat., Theory Methods 46, No. 24, 12317--12323 (2017; Zbl 1384.62323) Full Text: DOI
Bi, Huili; Wang, Qingxue; Zhao, Shengli Influence of fixed assets investment on economic growth. (Chinese. English summary) Zbl 1389.62170 J. Qufu Norm. Univ., Nat. Sci. 43, No. 3, 25-30 (2017). MSC: 62P20 91B62 62H20 62M07 PDF BibTeX XML Cite \textit{H. Bi} et al., J. Qufu Norm. Univ., Nat. Sci. 43, No. 3, 25--30 (2017; Zbl 1389.62170) Full Text: DOI
Lin, Lu; Shen, Wei; Zhang, Yan; Liang, Lufang; Zhang, Chuangang Market-dependent causality between futures and spot. (Chinese. English summary) Zbl 1389.62165 Chin. J. Appl. Probab. Stat. 33, No. 3, 232-246 (2017). MSC: 62P05 62J02 PDF BibTeX XML Cite \textit{L. Lin} et al., Chin. J. Appl. Probab. Stat. 33, No. 3, 232--246 (2017; Zbl 1389.62165) Full Text: DOI
Hosoya, Yuzo; Oya, Kosuke; Takimoto, Taro; Kinoshita, Ryo Characterizing interdependencies of multiple time series. Theory and applications. (English) Zbl 1387.62003 SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-10-6435-7/pbk; 978-981-10-6436-4/ebook). x, 133 p. (2017). Reviewer: Apostolos Batsidis (Ioannina) MSC: 62-02 62M10 62H12 62H20 62P20 91B84 PDF BibTeX XML Cite \textit{Y. Hosoya} et al., Characterizing interdependencies of multiple time series. Theory and applications. Singapore: Springer (2017; Zbl 1387.62003) Full Text: DOI
Kornilov, Maksim Vyacheslavovich; Sysoev, Il’ya Vyacheslavovich Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference. (Russian. English summary) Zbl 1386.37078 Nelineĭn. Din. 13, No. 3, 349-362 (2017). MSC: 37M10 PDF BibTeX XML Cite \textit{M. V. Kornilov} and \textit{I. V. Sysoev}, Nelineĭn. Din. 13, No. 3, 349--362 (2017; Zbl 1386.37078) Full Text: DOI MNR
Utami, Herni; Adi-Kusumo, Fajar; Gunardi; Nurjani, Emilia Toda-Yamamoto approximation for the Granger causality analysis of climate attributes in Yogyakarta. (English) Zbl 1368.86004 Far East J. Math. Sci. (FJMS) 101, No. 5, 1073-1083 (2017). MSC: 86A10 62P12 PDF BibTeX XML Cite \textit{H. Utami} et al., Far East J. Math. Sci. (FJMS) 101, No. 5, 1073--1083 (2017; Zbl 1368.86004) Full Text: DOI Link
Hendry, David F. Granger causality. (English) Zbl 1422.62367 Eur. J. Pure Appl. Math. 10, No. 1, 12-29 (2017). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{D. F. Hendry}, Eur. J. Pure Appl. Math. 10, No. 1, 12--29 (2017; Zbl 1422.62367) Full Text: Link
Castle, Jennifer L. (ed.); Hendry, David F. (ed.) Sir Clive W. J. Granger memorial special issue on econometrics: an introduction. (English) Zbl 1358.00115 Eur. J. Pure Appl. Math. 10, No. 1, 1-11 (2017). MSC: 00B15 91-06 91G70 91B84 62M20 60G22 60G25 01A70 PDF BibTeX XML Cite \textit{J. L. Castle} (ed.) and \textit{D. F. Hendry} (ed.), Eur. J. Pure Appl. Math. 10, No. 1, 1--11 (2017; Zbl 1358.00115) Full Text: Link
Eichler, Michael; Dahlhaus, Rainer; Dueck, Johannes Graphical modeling for multivariate Hawkes processes with nonparametric link functions. (English) Zbl 1360.62445 J. Time Ser. Anal. 38, No. 2, 225-242 (2017). MSC: 62M09 60G55 62H12 62H20 PDF BibTeX XML Cite \textit{M. Eichler} et al., J. Time Ser. Anal. 38, No. 2, 225--242 (2017; Zbl 1360.62445) Full Text: DOI arXiv
Lakshmi, P.; Visalakshmi, S. Exploring the usage of econometric techniques in nonlinear machine learning and data mining. (English) Zbl 1452.68153 Int. J. Math. Oper. Res. 9, No. 3, 349-362 (2016). MSC: 68T05 62P20 PDF BibTeX XML Cite \textit{P. Lakshmi} and \textit{S. Visalakshmi}, Int. J. Math. Oper. Res. 9, No. 3, 349--362 (2016; Zbl 1452.68153) Full Text: DOI
Solo, Victor State-space analysis of Granger-Geweke causality measures with application to fMRI. (English) Zbl 1414.92188 Neural Comput. 28, No. 5, 914-949 (2016). MSC: 92C55 62P10 PDF BibTeX XML Cite \textit{V. Solo}, Neural Comput. 28, No. 5, 914--949 (2016; Zbl 1414.92188) Full Text: DOI
Hayakawa, Kazuhiko Improved GMM estimation of panel VAR models. (English) Zbl 06918335 Comput. Stat. Data Anal. 100, 240-264 (2016). MSC: 62 PDF BibTeX XML Cite \textit{K. Hayakawa}, Comput. Stat. Data Anal. 100, 240--264 (2016; Zbl 06918335) Full Text: DOI
Lee, Namgil; Choi, Hyemi; Kim, Sung-Ho Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise. (English) Zbl 06918286 Comput. Stat. Data Anal. 101, 250-276 (2016). MSC: 62 PDF BibTeX XML Cite \textit{N. Lee} et al., Comput. Stat. Data Anal. 101, 250--276 (2016; Zbl 06918286) Full Text: DOI
Luo, Kebing; Ye, Wuyi; Dong, Xiaowen Granger causality test in quantiles and conditional VaR estimation of continuously rising and falling returns. (Chinese. English summary) Zbl 1389.91136 J. Univ. Sci. Technol. China 46, No. 11, 919-927 (2016). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{K. Luo} et al., J. Univ. Sci. Technol. China 46, No. 11, 919--927 (2016; Zbl 1389.91136) Full Text: DOI
Liao, Jiawu; Chen, Fulai The estimation of parameters for a complex time series Granger causal model. (Chinese. English summary) Zbl 1374.62104 J. Biomath. 31, No. 3, 351-357 (2016). MSC: 62M10 62F10 62P20 PDF BibTeX XML Cite \textit{J. Liao} and \textit{F. Chen}, J. Biomath. 31, No. 3, 351--357 (2016; Zbl 1374.62104)
Kornilov, Maksim V.; Medvedeva, Tatiana M.; Bezruchko, Boris P.; Sysoev, Ilya V. Choosing the optimal model parameters for Granger causality in application to time series with main timescale. (English) Zbl 1355.37095 Chaos Solitons Fractals 82, 11-21 (2016). MSC: 37M10 34C15 37M05 PDF BibTeX XML Cite \textit{M. V. Kornilov} et al., Chaos Solitons Fractals 82, 11--21 (2016; Zbl 1355.37095) Full Text: DOI
Wei, Yuesong Granger causality detecting based on graphical modelling. (Chinese. English summary) Zbl 1363.62109 Chin. J. Eng. Math. 33, No. 3, 270-278 (2016). MSC: 62M10 91B84 62P05 62P20 PDF BibTeX XML Cite \textit{Y. Wei}, Chin. J. Eng. Math. 33, No. 3, 270--278 (2016; Zbl 1363.62109) Full Text: DOI
Wilms, Ines; Gelper, Sarah; Croux, Christophe The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach. (English) Zbl 1347.62206 Eur. J. Oper. Res. 254, No. 1, 138-147 (2016). MSC: 62M20 62P20 PDF BibTeX XML Cite \textit{I. Wilms} et al., Eur. J. Oper. Res. 254, No. 1, 138--147 (2016; Zbl 1347.62206) Full Text: DOI
Götz, Thomas B.; Hecq, Alain; Smeekes, Stephan Testing for Granger causality in large mixed-frequency VARs. (English) Zbl 1431.62380 J. Econom. 193, No. 2, 418-432 (2016). MSC: 62M10 62F03 62F40 62P20 PDF BibTeX XML Cite \textit{T. B. Götz} et al., J. Econom. 193, No. 2, 418--432 (2016; Zbl 1431.62380) Full Text: DOI
Zeitlberger, Alexander C. M. Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models. (English) Zbl 1339.91094 CEJOR, Cent. Eur. J. Oper. Res. 24, No. 1, 149-176 (2016). MSC: 91B84 62M10 62P20 91G20 PDF BibTeX XML Cite \textit{A. C. M. Zeitlberger}, CEJOR, Cent. Eur. J. Oper. Res. 24, No. 1, 149--176 (2016; Zbl 1339.91094) Full Text: DOI
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji Testing for Granger causality with mixed frequency data. (English) Zbl 1419.62229 J. Econom. 192, No. 1, 207-230 (2016). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{E. Ghysels} et al., J. Econom. 192, No. 1, 207--230 (2016; Zbl 1419.62229) Full Text: DOI
Billio, Monica; Di Sanzo, Silvio Granger-causality in Markov switching models. (English) Zbl 07269602 J. Appl. Stat. 42, No. 5, 956-966 (2015). MSC: 62 PDF BibTeX XML Cite \textit{M. Billio} and \textit{S. Di Sanzo}, J. Appl. Stat. 42, No. 5, 956--966 (2015; Zbl 07269602) Full Text: DOI
Sandler, Roman A.; Song, Dong; Hampson, Robert E.; Deadwyler, Sam A.; Berger, Theodore W.; Marmarelis, Vasilis Z. Model-based asessment of an in-vivo predictive relationship from CA1 to CA3 in the rodent hippocampus. (English) Zbl 1409.92056 J. Comput. Neurosci. 38, No. 1, 89-103 (2015). MSC: 92C20 PDF BibTeX XML Cite \textit{R. A. Sandler} et al., J. Comput. Neurosci. 38, No. 1, 89--103 (2015; Zbl 1409.92056) Full Text: DOI
Hlaváčková-Schindler, Kateřina; Pereverzyev, Sergiy jun. Lasso Granger causal models: some strategies and their efficiency for gene expression regulatory networks. (English) Zbl 1404.92081 Guy, Tatiana V. (ed.) et al., Decision making: uncertainty, imperfection, deliberation and scalability. Extended versions of six selected contributions based on the presentations at the workshop “Scalable decision making: uncertainty, imperfection, deliberation”, Prague, Czech Republic, 2013. Cham: Springer (ISBN 978-3-319-15143-4/hbk; 978-3-319-15144-1/ebook). Studies in Computational Intelligence 538, 91-117 (2015). MSC: 92C42 62P10 92C40 PDF BibTeX XML Cite \textit{K. Hlaváčková-Schindler} and \textit{S. Pereverzyev jun.}, Stud. Comput. Intell. 538, 91--117 (2015; Zbl 1404.92081) Full Text: DOI
Borovkova, Svetlana; Mahakena, Diego News, volatility and jumps: the case of natural gas futures. (English) Zbl 1398.62282 Quant. Finance 15, No. 7, 1217-1242 (2015). MSC: 62P05 91G20 62M10 62M20 PDF BibTeX XML Cite \textit{S. Borovkova} and \textit{D. Mahakena}, Quant. Finance 15, No. 7, 1217--1242 (2015; Zbl 1398.62282) Full Text: DOI
Shao, Pei-Chiang; Huang, Jian-Jia; Shann, Wei-Chang; Yen, Chen-Tung; Tsai, Meng-Li; Yen, Chien-Chang Granger causality-based synaptic weights estimation for analyzing neuronal networks. (English) Zbl 1382.92086 J. Comput. Neurosci. 38, No. 3, 483-497 (2015). MSC: 92C20 92C42 92B20 PDF BibTeX XML Cite \textit{P.-C. Shao} et al., J. Comput. Neurosci. 38, No. 3, 483--497 (2015; Zbl 1382.92086) Full Text: DOI
Kynčlová, Petra; Filzmoser, Peter; Hron, Karel Modeling compositional time series with vector autoregressive models. (English) Zbl 1376.62105 J. Forecast. 34, No. 4, 303-314 (2015). MSC: 62P20 62M10 91B84 PDF BibTeX XML Cite \textit{P. Kynčlová} et al., J. Forecast. 34, No. 4, 303--314 (2015; Zbl 1376.62105) Full Text: DOI
Pavlidis, Efthymios G.; Paya, Ivan; Peel, David A. Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation. (English) Zbl 1364.62279 Econ. Lett. 132, 13-17 (2015). MSC: 62P20 PDF BibTeX XML Cite \textit{E. G. Pavlidis} et al., Econ. Lett. 132, 13--17 (2015; Zbl 1364.62279) Full Text: DOI
Sysoev, Ilya V.; Sysoeva, Marina V. Detecting changes in coupling with Granger causality method from time series with fast transient processes. (English) Zbl 1364.37165 Physica D 309, 9-19 (2015). MSC: 37M10 34K11 34K50 37M05 PDF BibTeX XML Cite \textit{I. V. Sysoev} and \textit{M. V. Sysoeva}, Physica D 309, 9--19 (2015; Zbl 1364.37165) Full Text: DOI
Di Persio, Luca; Segala, Chiara Autoregressive approaches to import-export time series. II: A concrete case study. (English) Zbl 1359.62364 Mod. Stoch., Theory Appl. 2, No. 1, 67-93 (2015). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{L. Di Persio} and \textit{C. Segala}, Mod. Stoch., Theory Appl. 2, No. 1, 67--93 (2015; Zbl 1359.62364) Full Text: DOI arXiv
Di Persio, Luca Autoregressive approaches to import-export time series. I: Basic techniques. (English) Zbl 1359.62363 Mod. Stoch., Theory Appl. 2, No. 1, 51-65 (2015). MSC: 62M10 62P20 PDF BibTeX XML Cite \textit{L. Di Persio}, Mod. Stoch., Theory Appl. 2, No. 1, 51--65 (2015; Zbl 1359.62363) Full Text: DOI arXiv
Malekpour, Sheida; Sethares, William A. Conditional Granger causality and partitioned Granger causality: differences and similarities. (English) Zbl 1345.92043 Biol. Cybern. 109, No. 6, 627-637 (2015). MSC: 92C20 91E45 PDF BibTeX XML Cite \textit{S. Malekpour} and \textit{W. A. Sethares}, Biol. Cybern. 109, No. 6, 627--637 (2015; Zbl 1345.92043) Full Text: DOI
Medvedeva, T. M.; Paramonov, F. B.; Sysoev, I. V. The effect of increase of the Granger causality method sensitivity with rise of a measurement noise. (English) Zbl 1338.37122 Nelineĭn. Din. 11, No. 4, 657-670 (2015). MSC: 37M10 PDF BibTeX XML Cite \textit{T. M. Medvedeva} et al., Nelineĭn. Din. 11, No. 4, 657--670 (2015; Zbl 1338.37122) Full Text: DOI MNR
Sun, Youqiang; Li, Jiuyong; Liu, Jixue; Chow, Christopher; Sun, Bingyu; Wang, Rujing Using causal discovery for feature selection in multivariate numerical time series. (English) Zbl 1343.68206 Mach. Learn. 101, No. 1-3, 377-395 (2015). MSC: 68T05 62M10 PDF BibTeX XML Cite \textit{Y. Sun} et al., Mach. Learn. 101, No. 1--3, 377--395 (2015; Zbl 1343.68206) Full Text: DOI
Basu, Sumanta; Shojaie, Ali; Michailidis, George Network Granger causality with inherent grouping structure. (English) Zbl 1360.62312 J. Mach. Learn. Res. 16, 417-453 (2015). MSC: 62H30 62H20 62J07 62M10 62P10 62P20 62-09 PDF BibTeX XML Cite \textit{S. Basu} et al., J. Mach. Learn. Res. 16, 417--453 (2015; Zbl 1360.62312) Full Text: Link
Amblard, Pierre-Olivier A nonparametric efficient evaluation of partial directed coherence. (English) Zbl 1359.92016 Biol. Cybern. 109, No. 2, 203-214 (2015). MSC: 92C20 62P10 PDF BibTeX XML Cite \textit{P.-O. Amblard}, Biol. Cybern. 109, No. 2, 203--214 (2015; Zbl 1359.92016) Full Text: DOI
Zhang, Xin; Podobnik, Boris; Kenett, Dror Y.; Eugene Stanley, H. Systemic risk and causality dynamics of the world international shipping market. (English) Zbl 1395.90032 Physica A 415, 43-53 (2014). MSC: 90B06 91B80 91G80 PDF BibTeX XML Cite \textit{X. Zhang} et al., Physica A 415, 43--53 (2014; Zbl 1395.90032) Full Text: DOI
Yu, Xing The price discovery model based on waveform similarity of sequence with data statistics. (English) Zbl 1341.62319 Int. J. Appl. Math. Stat. 52, No. 6, 312-319 (2014). MSC: 62P20 PDF BibTeX XML Cite \textit{X. Yu}, Int. J. Appl. Math. Stat. 52, No. 6, 312--319 (2014; Zbl 1341.62319) Full Text: Link
Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär A new ridge regression causality test in the presence of multicollinearity. (English) Zbl 06599047 Commun. Stat., Theory Methods 43, No. 2, 235-248 (2014). MSC: 62 PDF BibTeX XML Cite \textit{K. Månsson} et al., Commun. Stat., Theory Methods 43, No. 2, 235--248 (2014; Zbl 06599047) Full Text: DOI
Amblard, Pierre-Olivier; Michel, Olivier Causal conditioning and instantaneous coupling in causality graphs. (English) Zbl 1405.94031 Inf. Sci. 264, 279-290 (2014). MSC: 94A17 05C90 PDF BibTeX XML Cite \textit{P.-O. Amblard} and \textit{O. Michel}, Inf. Sci. 264, 279--290 (2014; Zbl 1405.94031) Full Text: DOI
Pereverzyev, Sergiy jun.; Hlaváčková-Schindler, Kateřina Graphical Lasso Granger method with 2-levels-thresholding for recovering causality networks. (English) Zbl 1321.05274 Pötzsche, Christian (ed.) et al., System modeling and optimization. 26th IFIP TC 7 conference, CSMO 2013, Klagenfurt, Austria, September 9–13, 2013. Revised selected papers. Heidelberg: Springer (ISBN 978-3-662-45503-6/hbk; 978-3-662-45504-3/ebook). IFIP Advances in Information and Communication Technology 443, 220-229 (2014). MSC: 05C85 05C82 05C90 PDF BibTeX XML Cite \textit{S. Pereverzyev jun.} and \textit{K. Hlaváčková-Schindler}, IFIP Adv. Inf. Commun. Technol. 443, 220--229 (2014; Zbl 1321.05274) Full Text: DOI
Bouezmarni, Taoufik; Taamouti, Abderrahim Nonparametric tests for conditional independence using conditional distributions. (English) Zbl 1329.62209 J. Nonparametric Stat. 26, No. 4, 697-719 (2014). MSC: 62G10 62M10 62G20 62H20 91G70 91B84 62P05 PDF BibTeX XML Cite \textit{T. Bouezmarni} and \textit{A. Taamouti}, J. Nonparametric Stat. 26, No. 4, 697--719 (2014; Zbl 1329.62209) Full Text: DOI
Hung, Ying-Chao; Tseng, Neng-Fang; Balakrishnan, Narayanaswamy Trimmed Granger causality between two groups of time series. (English) Zbl 1302.62196 Electron. J. Stat. 8, No. 2, 1940-1972 (2014). MSC: 62M10 62F03 62F30 PDF BibTeX XML Cite \textit{Y.-C. Hung} et al., Electron. J. Stat. 8, No. 2, 1940--1972 (2014; Zbl 1302.62196) Full Text: DOI Euclid
Stramaglia, Sebastiano; Cortes, Jesus M.; Angelini, Leonardo; Pellicoro, Mario; Marinazzo, Daniele Information flow in Ising models on brain networks. (English) Zbl 1297.82018 Mladenov, Valeri M. (ed.) et al., Nonlinear dynamics of electronic systems. 22nd international conference, NDES 2014, Albena, Bulgaria, July 4–6, 2014. Proceedings. Cham: Springer (ISBN 978-3-319-08671-2/pbk; 978-3-319-08672-9/ebook). Communications in Computer and Information Science 438, 301-308 (2014). MSC: 82C20 82C27 82C32 92C20 PDF BibTeX XML Cite \textit{S. Stramaglia} et al., Commun. Comput. Inf. Sci. 438, 301--308 (2014; Zbl 1297.82018) Full Text: DOI
Al-Sadoon, Majid M. Geometric and long run aspects of Granger causality. (English) Zbl 1293.62174 J. Econom. 178, Part 3, 558-568 (2014). MSC: 62M10 PDF BibTeX XML Cite \textit{M. M. Al-Sadoon}, J. Econom. 178, Part 3, 558--568 (2014; Zbl 1293.62174) Full Text: DOI
Götz, Thomas B.; Hecq, Alain Nowcasting causality in mixed frequency vector autoregressive models. (English) Zbl 1290.62073 Econ. Lett. 122, No. 1, 74-78 (2014). MSC: 62M10 62P05 PDF BibTeX XML Cite \textit{T. B. Götz} and \textit{A. Hecq}, Econ. Lett. 122, No. 1, 74--78 (2014; Zbl 1290.62073) Full Text: DOI
Su, Liangjun; White, Halbert Testing conditional independence via empirical likelihood. (English) Zbl 1311.62069 J. Econom. 182, No. 1, 27-44 (2014). MSC: 62G10 62G20 62P20 91B84 PDF BibTeX XML Cite \textit{L. Su} and \textit{H. White}, J. Econom. 182, No. 1, 27--44 (2014; Zbl 1311.62069) Full Text: DOI
Schulz, Steffen; Adochiei, Felix-Constantin; Edu, Ioana-Raluca; Schroeder, Rico; Costin, Hariton; Bär, Karl-Jürgen; Voss, Andreas Cardiovascular and cardiorespiratory coupling analyses: a review. (English) Zbl 1353.92055 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20120191, 25 p. (2013). MSC: 92C50 62M10 62P10 PDF BibTeX XML Cite \textit{S. Schulz} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20120191, 25 p. (2013; Zbl 1353.92055) Full Text: DOI
Porta, Alberto; Castiglioni, Paolo; Di Rienzo, Marco; Bassani, Tito; Bari, Vlasta; Faes, Luca; Nollo, Giandomenico; Cividjan, Andrei; Quintin, Luc Cardiovascular control and time domain Granger causality: insights from selective autonomic blockade. (English) Zbl 1353.92045 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20120161, 16 p. (2013). MSC: 92C40 92C30 62P10 PDF BibTeX XML Cite \textit{A. Porta} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20120161, 16 p. (2013; Zbl 1353.92045) Full Text: DOI
Faes, Luca; Erla, Silvia; Porta, Alberto; Nollo, Giandomenico A framework for assessing frequency domain causality in physiological time series with instantaneous effects. (English) Zbl 1353.92033 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20110618, 21 p. (2013). MSC: 92C30 62M10 62P10 PDF BibTeX XML Cite \textit{L. Faes} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20110618, 21 p. (2013; Zbl 1353.92033) Full Text: DOI
Ramb, Rebecca; Eichler, Michael; Ing, Alex; Thiel, Marco; Weiller, Cornelius; Grebogi, Celso; Schwarzbauer, Christian; Timmer, Jens; Schelter, Björn The impact of latent confounders in directed network analysis in neuroscience. (English) Zbl 1353.92031 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20110612, 15 p. (2013). MSC: 92C20 62P10 PDF BibTeX XML Cite \textit{R. Ramb} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20110612, 15 p. (2013; Zbl 1353.92031) Full Text: DOI
Wen, Xiaotong; Rangarajan, Govindan; Ding, Mingzhou Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix. (English) Zbl 1353.92062 Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20110610, 14 p. (2013). MSC: 92C55 62M15 62J15 62M10 92B15 62P10 PDF BibTeX XML Cite \textit{X. Wen} et al., Philos. Trans. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 371, No. 1997, Article ID 20110610, 14 p. (2013; Zbl 1353.92062) Full Text: DOI
Detto, Matteo; Bohrer, Gil; Nietz, Jennifer Goedhart; Maurer, Kyle D.; Vogel, Chris S.; Gough, Chris M.; Curtis, Peter S. Multivariate conditional Granger causality analysis for lagged response of soil respiration in a temperate forest. (English) Zbl 1335.62157 Entropy 15, No. 10, 4266-4284 (2013). MSC: 62P12 PDF BibTeX XML Cite \textit{M. Detto} et al., Entropy 15, No. 10, 4266--4284 (2013; Zbl 1335.62157) Full Text: DOI
Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris; Diks, Cees Simulation study of direct causality measures in multivariate time series. (English) Zbl 1336.62153 Entropy 15, No. 7, 2635-2661 (2013). MSC: 62H20 62M10 PDF BibTeX XML Cite \textit{A. Papana} et al., Entropy 15, No. 7, 2635--2661 (2013; Zbl 1336.62153) Full Text: DOI
Shao, Pei-Chiang; Tseng, Wan-Ting; Kuo, Chung-Chih; Shann, Wei-Chang; Tsai, Meng-Li; Yen, Chien-Chang Effects of spike sorting error on the Granger causality index. (English) Zbl 1296.92096 Neural Netw. 46, 249-259 (2013). MSC: 92C20 62P10 PDF BibTeX XML Cite \textit{P.-C. Shao} et al., Neural Netw. 46, 249--259 (2013; Zbl 1296.92096) Full Text: DOI
Amblard, Pierre-Olivier; Michel, Olivier J. J. The relation between Granger causality and directed information theory: a review. (English) Zbl 06346067 Entropy 15, No. 1, 113-143 (2013). MSC: 62M10 94A17 PDF BibTeX XML Cite \textit{P.-O. Amblard} and \textit{O. J. J. Michel}, Entropy 15, No. 1, 113--143 (2013; Zbl 06346067) Full Text: DOI arXiv
Kornilov, M. V.; Sysoev, I. V. Influence of the choice of the model structure for working capacity of nonlinear Granger causality approach. (Russian) Zbl 1299.62082 Izv. Vyssh. Uchebn. Zaved., Prikl. Nelinejn. Din. 21, No. 1, 74-87 (2013). MSC: 62M10 PDF BibTeX XML Cite \textit{M. V. Kornilov} and \textit{I. V. Sysoev}, Izv. Vyssh. Uchebn. Zaved., Prikl. Nelineĭn. Din. 21, No. 1, 74--87 (2013; Zbl 1299.62082)
Smirnov, D. A.; Bezruchko, B. P. Effect of rare sampling on estimation of directional couplings from time series. (Russian) Zbl 1299.37064 Izv. Vyssh. Uchebn. Zaved., Prikl. Nelinejn. Din. 21, No. 1, 61-73 (2013). MSC: 37M10 34C15 62M10 PDF BibTeX XML Cite \textit{D. A. Smirnov} and \textit{B. P. Bezruchko}, Izv. Vyssh. Uchebn. Zaved., Prikl. Nelineĭn. Din. 21, No. 1, 61--73 (2013; Zbl 1299.37064)
Xie, Habin; Wang, Shouyang A new approach to model financial markets. (English) Zbl 1279.91074 J. Syst. Sci. Complex. 26, No. 3, 432-440 (2013). MSC: 91B24 91G80 PDF BibTeX XML Cite \textit{H. Xie} and \textit{S. Wang}, J. Syst. Sci. Complex. 26, No. 3, 432--440 (2013; Zbl 1279.91074) Full Text: DOI
Colombi, Roberto; Giordano, Sabrina Monotone dependence in graphical models for multivariate Markov chains. (English) Zbl 06224854 Metrika 76, No. 7, 873-885 (2013). MSC: 62 PDF BibTeX XML Cite \textit{R. Colombi} and \textit{S. Giordano}, Metrika 76, No. 7, 873--885 (2013; Zbl 06224854) Full Text: DOI
Waser, M.; Deistler, M.; Garn, H.; Benke, T.; Dal-Bianco, P.; Ransmayr, G.; Grossegger, D.; Schmidt, R. EEG in the diagnostics of Alzheimer’s disease. (English) Zbl 1416.62626 Stat. Pap. 54, No. 4, 1095-1107 (2013). MSC: 62P10 PDF BibTeX XML Cite \textit{M. Waser} et al., Stat. Pap. 54, No. 4, 1095--1107 (2013; Zbl 1416.62626) Full Text: DOI
Péguin-Feissolle, Anne; Strikholm, Birgit; Teräsvirta, Timo Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form. (English) Zbl 1433.62063 Commun. Stat., Simulation Comput. 42, No. 5, 1063-1087 (2013). MSC: 62F03 PDF BibTeX XML Cite \textit{A. Péguin-Feissolle} et al., Commun. Stat., Simulation Comput. 42, No. 5, 1063--1087 (2013; Zbl 1433.62063) Full Text: DOI
Hou, Yang; Li, Steven Price discovery in Chinese stock index futures market: new evidence based on intraday data. (English) Zbl 1282.91385 Asia-Pac. Financ. Mark. 20, No. 1, 49-70 (2013). MSC: 91G70 91G20 91B82 62P05 PDF BibTeX XML Cite \textit{Y. Hou} and \textit{S. Li}, Asia-Pac. Financ. Mark. 20, No. 1, 49--70 (2013; Zbl 1282.91385) Full Text: DOI
Boykin, Erin R.; Khargonekar, Pramod P.; Carney, Paul R.; Ogle, William O.; Talathi, Sachin S. Detecting effective connectivity in networks of coupled neuronal oscillators. (English) Zbl 1446.92033 J. Comput. Neurosci. 32, No. 3, 521-538 (2012). MSC: 92B20 PDF BibTeX XML Cite \textit{E. R. Boykin} et al., J. Comput. Neurosci. 32, No. 3, 521--538 (2012; Zbl 1446.92033)
Lee, Tae-Hwy; Yang, Weiping Money-income Granger-causality in quantiles. (English) Zbl 1452.91208 Terrell, Dek (ed.) et al., 30th anniversary edition. Dedicated to Thomas Fomby and R. Carter Hill. Bingley: Emerald. Adv. Econom. 30, 385-409 (2012). MSC: 91B64 91B82 62P20 PDF BibTeX XML Cite \textit{T.-H. Lee} and \textit{W. Yang}, Adv. Econom. 30, 385--409 (2012; Zbl 1452.91208) Full Text: DOI
Bauer, Dietmar; Maynard, Alex Persistence-robust surplus-lag Granger causality testing. (English) Zbl 1443.62243 J. Econom. 169, No. 2, 293-300 (2012). MSC: 62M10 62G10 62P20 PDF BibTeX XML Cite \textit{D. Bauer} and \textit{A. Maynard}, J. Econom. 169, No. 2, 293--300 (2012; Zbl 1443.62243) Full Text: DOI Link
Sugihara, George; May, Robert; Ye, Hao; Hsieh, Chih-hao; Deyle, Ethan; Fogarty, Michael; Munch, Stephan Detecting causality in complex ecosystems. (English) Zbl 1355.92144 Science 338, No. 6106, 496-500 (2012). MSC: 92D40 PDF BibTeX XML Cite \textit{G. Sugihara} et al., Science 338, No. 6106, 496--500 (2012; Zbl 1355.92144) Full Text: DOI
Sysoeva, M. V.; Dikanev, Ó. V.; Sysoev, I. V. Selecting time scales for empirical model construction. (Russian) Zbl 1274.62621 Izv. Vyssh. Uchebn. Zaved., Prikl. Nelinejn. Din. 20, No. 2, 54-62 (2012). MSC: 62M10 62M20 PDF BibTeX XML Cite \textit{M. V. Sysoeva} et al., Izv. Vyssh. Uchebn. Zaved., Prikl. Nelineĭn. Din. 20, No. 2, 54--62 (2012; Zbl 1274.62621)
Papana, Angeliki; Kugiumtzis, Dimitris; Larsson, Pål G. Detection of direct causal effects and application to epileptic electroencephalogram analysis. (English) Zbl 1258.94030 Int. J. Bifurcation Chaos Appl. Sci. Eng. 22, No. 9, Paper No. 1250222, 7 p. (2012). MSC: 94A13 37M10 92C55 PDF BibTeX XML Cite \textit{A. Papana} et al., Int. J. Bifurcation Chaos Appl. Sci. Eng. 22, No. 9, Paper No. 1250222, 7 p. (2012; Zbl 1258.94030) Full Text: DOI
Eichler, Michael Graphical modelling of multivariate time series. (English) Zbl 1316.60049 Probab. Theory Relat. Fields 153, No. 1-2, 233-268 (2012). MSC: 60G10 62-09 62M10 PDF BibTeX XML Cite \textit{M. Eichler}, Probab. Theory Relat. Fields 153, No. 1--2, 233--268 (2012; Zbl 1316.60049) Full Text: DOI arXiv
Amblard, Pierre-Olivier; Michel, Olivier J. J. On directed information theory and Granger causality graphs. (English) Zbl 1446.94035 J. Comput. Neurosci. 30, No. 1, 7-16 (2011). MSC: 94A15 05C90 PDF BibTeX XML Cite \textit{P.-O. Amblard} and \textit{O. J. J. Michel}, J. Comput. Neurosci. 30, No. 1, 7--16 (2011; Zbl 1446.94035)
Renault, Eric; Werker, Bas J. M. Causality effects in return volatility measures with random times. (English) Zbl 1441.62850 J. Econom. 160, No. 1, 272-279 (2011). MSC: 62P20 62P05 PDF BibTeX XML Cite \textit{E. Renault} and \textit{B. J. M. Werker}, J. Econom. 160, No. 1, 272--279 (2011; Zbl 1441.62850) Full Text: DOI
Filina, E. V. Dynamics of local potentials of brain at the absence-epilepsy: empirical modeling. (Russian) Zbl 1270.92030 Izv. Vyssh. Uchebn. Zaved., Prikl. Nelinejn. Din. 19, No. 4, 109-123 (2011). MSC: 92C55 92C20 62M10 92C50 PDF BibTeX XML Cite \textit{E. V. Filina}, Izv. Vyssh. Uchebn. Zaved., Prikl. Nelineĭn. Din. 19, No. 4, 109--123 (2011; Zbl 1270.92030)