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"Dimension Reduction of Polynomial Regression Models for the Estimation of ..."

Elsa Siggiridou, Dimitris Kugiumtzis (2021)

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DOI: 10.1109/TSP.2021.3114997

access: closed

type: Journal Article

metadata version: 2021-11-03

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Elsa Siggiridou, Dimitris Kugiumtzis:
Dimension Reduction of Polynomial Regression Models for the Estimation of Granger Causality in High-Dimensional Time Series. IEEE Trans. Signal Process. 69: 5638-5650 (2021)

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