Partial directed coherence statistical performance characteristics in frequency domain
Koichi Sameshima, Daniel Yasumasa Takahashi, Luiz Antonio Baccalá · 2015
In this work we show the asymptotic behavior of information partial directed coherence estimator via the Monte Carlo simulation of a particular toy model taken from the literature. We show that the control of false positive rate tends to the chosen significance level if detection decision is made at specific frequency values.