Bayesian Testing Of Granger Causality In Functional Time Series

Rituparna Sen, Anandamayee Majumdar, Shubhangi Sikaria

Type: Preprint

Publication Date: 2021-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.2112.15315

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Works Cited by This (13)

Action	Title	Year	Authors
+	Some Tools for Functional Data Analysis	1991	J. O. Ramsay Connor J. Dalzell
+ PDF Chat	On the Prediction of Stationary Functional Time Series	2014	Alexander Aue Diogo Dubart Norinho Siegfried Hörmann
+ PDF Chat	Functional Autoregression for Sparsely Sampled Data	2017	Daniel R. Kowal David S. Matteson David Ruppert
+ PDF Chat	Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study	2017	Hongxiao Zhu Jeffrey S. Morris Fengrong Wei Dennis D. Cox
+	Linear causality in the sense of Granger with stationary functional time series	2017	Matthieu Saumard
+ PDF Chat	Detecting changes in the covariance structure of functional time series with application to fMRI data	2020	Christina Stoehr John A. D. Aston Claudia Kirch
+	Fast covariance estimation for multivariate sparse functional data	2020	Cai Li Luo Xiao Sheng Luo
+	Multivariate functional principal component analysis: A normalization approach	2013	Jeng‐Min Chiou Yafang Yang Yuting Chen
+ PDF Chat	Granger causality of bivariate stationary curve time series	2020	Han Lin Shang Kaiying Ji Ufuk Beyaztaş
+	Functional Data Analysis	2005	J. O. Ramsay B. W. Silverman