Granger causality in the frequency domain: derivation and applications

Rev. Bras. Ensino F\'is. 42: e20200007 (2020) Physicists are starting to work in areas where noisy signal analysis is required. In these fields, such as Economics, Neuroscience, and Physics, the notion of causality should be interpreted as a statistical measure. We introduce to the lay reader t...

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Bibliographic Details
Main Authors: Lima, Vinicius, Dellajustina, Fernanda Jaiara, Shimoura, Renan O, Girardi-Schappo, Mauricio, Kamiji, Nilton L, Pena, Rodrigo F. O, Roque, Antonio C
Format: Journal Article
Language:English
Published: 07-06-2021
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