A copula approach to assessing Granger causality

Keyphrases

• Granger Causality 100%
• Copula Approach 100%
• Higher-order Moments 40%
• Copula 40%
• Field of Science 20%
• State-of-the-art Techniques 20%
• Statistical Significance 20%
• Field Potential 20%
• High Linearity 20%
• Linear Regression 20%
• Monkey 20%
• Constant Variance 20%
• Effective Model 20%
• Cause-effect Relationship 20%
• Visual Cortex 20%
• Neuroscience 20%
• Resampling Methods 20%
• Model Noise 20%
• Multivariate Time Series 20%
• Log-likelihood Ratio 20%
• Conditional Distribution 20%
• Causal Influence 20%
• Gaussian Assumption 20%
• Noise Residual 20%
• Visual Illusion 20%
• Multivariate Autoregressive Model 20%
• Causality Measures 20%
• Nonlinear Causality 20%
• Conditional Copula 20%
• Neural Fields 20%
• Estimation Procedures 20%
• Causal Interaction 20%

Mathematics

• Copula 100%
• Time Series Analysis 75%
• Time Series 75%
• Conditionals 25%
• Gaussian Distribution 25%
• Conditional Distribution 25%
• Causal Interaction 25%
• Constant Variance 25%
• Log Likelihood Ratio 25%
• Residuals 25%
• Autoregressive Model 25%
• Statistical Significance 25%
• Linear Regression Analysis 25%

Neuroscience

• Granger Causality 100%
• Visual Illusion 20%
• Neuroscience 20%
• Visual Cortex 20%
• Autoregressive Process 20%