title: Unified asymptotic theory for all partial directed coherence forms.
abstract: 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.
authors.affiliation: Telecommunications and Control Department, Escola Politécnica, University of São Paulo, São Paulo, Brazil. baccala@lcs.poli.usp.br
authors.forename: L A
authors.initials: LA
authors.lastname: Baccalá
authors.forename: C S N
authors.initials: CS
authors.lastname: de Brito
authors.forename: D Y
authors.initials: DY
authors.lastname: Takahashi
authors.forename: K
authors.initials: K
authors.lastname: Sameshima
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D008954:Models, Biological; D015233:Models, Statistical
keywords: Granger causality inference; asymptotic theory; connectivity detection; partial directed coherence