34 citations · 46 across the 21 of their papers we have counts for
Showing 2024Show all
2 papers · 1 filter
math.CV2024
Stationary Processes, Wiener-Granger Causality, and Matrix Spectral Factorization
Lasha Ephremidze
Granger causality has become an indispensable tool for analyzing causal relationships between time series. In this paper, we provide a detailed overview of its mathematical foundat…
math.CV2024
A numerical algorithm for matrix spectral factorization on the real line
Lasha Ephremidze
In this paper, the Janashia-Lagvilava matrix spectral factorization algorithm, which is designed for power spectral density functions defined on the unit circle, is extended to the…