Directed Transfer Function: Unified Asymptotic Theory and Some of Its Implications

@article{Baccal2016DirectedTF,
  title={Directed Transfer Function: Unified Asymptotic Theory and Some of Its Implications},
  author={Luiz A. Baccal{\'a} and Daniel Y. Takahashi and Koichi Sameshima},
  journal={IEEE Transactions on Biomedical Engineering},
  year={2016},
  volume={63},
  pages={2450-2460}
}
Objective: To present a unified mathematical derivation of the frequency-dependent asymptotic behavior of the three main forms of directed transfer function (DTF). Methods: A synthesis of the results (proved in an extended Appendix) is followed by a series of Monte Carlo simulations of representative examples. Results: DTF estimators are asymptotically normal when the true values are different from zero. Under the null hypothesis H0: DTF=0, the estimator is distributed as a linear combination… CONTINUE READING

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