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Feature/spectral granger (#545)
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Implementation of non-parametric spectral Granger Causality.

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Co-authored-by: ackurth <[email protected]>
Co-authored-by: Regimantas Jurkus <[email protected]>
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3 people authored Jun 1, 2023
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33 changes: 33 additions & 0 deletions doc/bib/elephant.bib
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@article{Wen13_20110610,
title={Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix},
author={Wen, Xiaotong and Rangarajan, Govindan and Ding, Mingzhou},
journal={Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences},
volume={371},
number={1997},
pages={20110610},
year={2013},
publisher={The Royal Society Publishing}
}

@article{Wilson72_420,
title={The factorization of matricial spectral densities},
author={Wilson, G Tunnicliffe},
journal={SIAM Journal on Applied Mathematics},
volume={23},
number={4},
pages={420--426},
year={1972},
publisher={SIAM}
}

@article{Dhamala08_354,
title={Analyzing information flow in brain networks with nonparametric Granger causality},
author={Dhamala, Mukeshwar and Rangarajan, Govindan and Ding, Mingzhou},
journal={Neuroimage},
volume={41},
number={2},
pages={354--362},
year={2008},
publisher={Elsevier}
}

@misc{Ding06_0608035,
title={Granger Causality: Basic Theory and Application to Neuroscience},
author={Mingzhou Ding and Yonghong Chen and Steven L. Bressler},
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