| Literature DB >> 23858488 |
L A Baccalá1, C S N de Brito, D Y Takahashi, K Sameshima.
Abstract
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, gPDC (generalized PDC) and iPDC (information PDC) as to meaning and applicability and, more importantly, to show their essential statistical equivalence insofar as connectivity inference is concerned.Keywords: Granger causality inference; asymptotic theory; connectivity detection; partial directed coherence
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Year: 2013 PMID: 23858488 DOI: 10.1098/rsta.2012.0158
Source DB: PubMed Journal: Philos Trans A Math Phys Eng Sci ISSN: 1364-503X Impact factor: 4.226