Hung, Ying-Chao; Tseng, Neng-Fang - In: Computational Statistics 28 (2013) 3, pp. 1151-1167
The validation of causal relationship between two groups of multivariate time series data often requires the precedence knowledge of all variables. However, in practice one finds that some variables may be negligible in describing the underlying causal structure. In this article we provide an...