Comparison of Bootstrap Methods for Estimating Causality in Linear Dynamic Systems: A Review
In this study, we present a thorough comparison of the performance of four different bootstrap methods for assessing the significance of causal analysis in time series data. For this purpose, multivariate simulated data are generated by a linear feedback system. The methods investigated are uncorrel...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-07-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/25/7/1070 |