ABSTRACT
This chapter aims to provide an overview of the statistical properties of partial directed coherence inferential use; see Chapters 4 and 5 for PDC for definitions. Whereas objective time-domain criteria for detecting Granger causality-based connectivity abound (Geweke, 1982, 1984; Geweke et al., 1983; Lütkepohl, 1993; Baccala´ et al., 1998) (see also Chapter 3), effective frequency domain tests are more recent and have only slowly followed the introduction of frequency domain methods. Early characterization frequency domain statistical behavior made extensive use of Monte Carlo simulations revealing that their statistical variability is a function of the signal’s frequency content (Baccala´ and Sameshima, 2001).
