Unified asymptotic theory for all partial directed coherence forms
Copyright policy )Unified asymptotic theory for all partial directed coherence forms
This paper presents a unified mathematical derivation of the asymptotic behaviour of the three main forms of partial directed coherence (PDC). Numerical examples are used to contrast PDC, g PDC (generalized PDC) and i PDC (information PDC) as to meaning and applicability and, more importantly, to show their essential statistical equivalence insofar as connectivity inference is concerned.
- UNIVERSIDADE DE SAO PAULO Brazil
- Universidade de São Paulo Brazil
Time series, auto-correlation, regression, etc. in statistics (GARCH), Models, Statistical, Estimation in multivariate analysis, Computer Simulation, Models, Biological, Asymptotic properties of parametric estimators, Algorithms
Time series, auto-correlation, regression, etc. in statistics (GARCH), Models, Statistical, Estimation in multivariate analysis, Computer Simulation, Models, Biological, Asymptotic properties of parametric estimators, Algorithms
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