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Modeling Causality of Mean and Variance between Sets of Signals

Modeling Causality of Mean and Variance between Sets of Signals. Syed Ashrafulla February 3, 2012. Causality: Models and Methods. Agriculture Phillipines. EPA. Granger1969, Econometrica. NASA. All over Albany. Model: autoregression with conditional heteroscedasticity.

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Modeling Causality of Mean and Variance between Sets of Signals