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对线性动态系统中估计因果关系的引导式方法的比较:一篇评论

Fumikazu Miwakeichi1,2, Andreas Galka3

  • 1Department of Statistical Modeling, The Institute of Statistical Mathematics, Tokyo 190-8562, Japan.

Entropy (Basel, Switzerland)
|July 29, 2023
PubMed
概括

在时间序列因果分析中,AutoRegressive-Sieve Bootstrap (ARSB) 方法优越,在所有变量中准确检测反和因果关系. 其他引导式方法在识别自我反和因果关系方面存在局限性.

关键词:
格兰杰因果关系的原因.启动带方法的方法因果分析 原因分析冲动响应函数是指冲动响应的功能.多变量时间序列.

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