An integrate-and-fire model to generate spike trains with long-range dependence
From MaRDI portal
Publication:1628248
DOI10.1007/s10827-018-0680-1zbMath1402.92110arXiv1702.03762WikidataQ52637965 ScholiaQ52637965MaRDI QIDQ1628248
Alexandre Richard, Patricio Orio, Etienne Tanré
Publication date: 4 December 2018
Published in: Journal of Computational Neuroscience (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.03762
stationarity; long-range dependence; interspike interval statistics; stochastic integrate-and-fire model
92C20: Neural biology
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Practical powerful wavelet packet tests for second-order stationarity
- Power law Pólya's urn and fractional Brownian motion
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Mixing: Properties and examples
- Estimating long-range dependence: Finite sample properties and confidence intervals
- Statistical structure of neural spiking under non-Poissonian or other non-white stimulation
- Hitting times for Gaussian processes
- Stochastic Processes and Long Range Dependence
- The Hurst effect under trends
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
- Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Interspike Interval Correlations, Memory, Adaptation, and Refractoriness in a Leaky Integrate-and-Fire Model with Threshold Fatigue
- Stochastic Integrate and Fire Models: A Review on Mathematical Methods and Their Applications
- A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- Limit theorems on the self-normalized range for weakly and strongly dependent processes
- Long-Memory Processes
- Costationarity of Locally Stationary Time Series
- Fractional Brownian Motions, Fractional Noises and Applications
- Approximation of some processes
- Fractional Brownian motion, random walks and binary market models