Unified asymptotic theory for all partial directed coherence forms

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...

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Published inPhilosophical transactions of the Royal Society of London. Series A: Mathematical, physical, and engineering sciences Vol. 371; no. 1997; pp. 1 - 14
Main Authors Baccalá, L. A., de Brito, C. S. N., Takahashi, D. Y., Sameshima, K.
Format Journal Article
LanguageEnglish
Published The Royal Society 28.08.2013
Subjects
Asymptotic theory
Behavioral neuroscience
Confidence interval
Connectivity
Inference
Mathematical vectors
Melanoma
Null hypothesis
Sunspots
Time series models
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Summary: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.
ISSN:1364-503X