Unified asymptotic theory for all partial directed coherence forms
Luiz Antonio Baccalá, Carlos Stein Naves de Brito, Daniel Yasumasa Takahashi, Koichi Sameshima · Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences · 2013
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.