Browsing by Author "Ji, Kaiying"
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Granger causality of bivariate stationary curve time series
Shang, Han Lin; Ji, Kaiying; Beyaztaş, Ufuk (Wiley, 2020)We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it ...