One major challenge in neuroscience is the identification of interrelations between signals reflecting neural activity. When applying multivariate time series analysis techniques to neural signals, detection of directed relationships, which can be described in terms of granger-causality, is of particular interest. Partial directed coherence has been introduced for a frequency domain analysis of linear granger-causality based on modeling the underlying dynamics by vector autoregressive processes. We discuss the statistical properties of estimates for partial directed coherence and propose a significance level for testing for nonzero partial directed coherence at a given frequency. The performance of this test is illustrated by means of linear and non-linear model systems and in an application to electroencephalography and electromyography data recorded from a patient suffering from essential tremor.
Schelter, B., Winterhalder, M., Eichler, M., Peifer, M., Hellwig, B., Guschlbauer, B., Luecking, C. R., Dahlhaus, R., & Timmer, J. (2006). Testing for directed influences in neuroscience using partial directed coherence. Journal of Neuroscience Methods, 152, 210-219. https://doi.org/10.1016/j.jneumeth.2005.09.001