Granger-Causality Inference of the Existence of Unobserved Important Components in Network Analysis
Detecting causal interrelationships in multivariate systems, in terms of the Granger-causality concept, is of major interest for applications in many fields. Analyzing all the relevant components of a system is almost impossible, which contrasts with the concept of Granger causality. Not observing s...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-07-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/23/8/994 |