0427944 20240103204215.720140529235959.9 42 s. P cav_un_epca*0428479ViennaUniversity of Vienna2014 Granger causality statistics variable selection thresholding cav_un_auth*0247122 Hlaváčková-Schindler Kateřina Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2014/AS/hlavackova-schindler-0427944.pdf GA13-13502S GA ČR cav_un_auth*0292725 For detecting causal relationships between variables xj, j = 1, …, p the concept of the so called multivariate Granger causality has been proposed. Based on the intuition that the cause should precede its effect, in Granger causality one says that a variable xi can be potentially caused by the past versions of the involved variables xj, j = 1, …, p. cav_un_auth*0302962 Statistics and Causality - Conference 2014 Vienna 23.05.2014-24.05.2014 AT 2015 BB 1 ZP RVO:67985556 http://hdl.handle.net/11104/0233818 1 S 2014 cav_un_epca*0428479 Conference on Statistics and Causality Vienna University of Vienna 2014