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Unified asymptotic theory for all partial directed coherence forms
Author(s) -
Luiz Antonio Baccalá,
Carlos Stein Naves de Brito,
Daniel Y. Takahashi,
Koichi Sameshima
Publication year - 2013
Publication title -
philosophical transactions of the royal society a mathematical physical and engineering sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.074
H-Index - 169
eISSN - 1471-2962
pISSN - 1364-503X
DOI - 10.1098/rsta.2012.0158
Subject(s) - coherence (philosophical gambling strategy) , equivalence (formal languages) , inference , computer science , statistical inference , mathematics , contrast (vision) , calculus (dental) , artificial intelligence , discrete mathematics , statistics , medicine , dentistry
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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