Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data

✍ Scribed by Wei-Xing Zhou; Didier Sornette

• Book ID: 113722293
• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 877 KB
• Volume: 28
• Category: Article
• ISSN: 0164-0704
• DOI: 10.1016/j.jmacro.2005.10.015