Journal
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
Volume 371, Issue 1997, Pages -Publisher
ROYAL SOC
DOI: 10.1098/rsta.2012.0158
Keywords
partial directed coherence; Granger causality inference; asymptotic theory; connectivity detection
Categories
Funding
- FAPESP [2005/56464-9, 2008/08171-0]
- CAPES Bioinformatics Graduate Programme
- CNPq [306964/2006-6, 304404/2009-8]
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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.
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