Automatic Statistical Analysis of Bivariate Nonstationary Time Series
From MaRDI portal
Recommendations
Cited in
(66)- Time-varying spectral analysis in neurophysiological time series using Hilbert wavelet pairs
- Multiscale spectral analysis for detecting short and long range change points in time series
- Classification in music research
- Structural break estimation of noisy sinusoidal signals
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms
- Locally stationary wavelet packet processes: basis selection and model fitting
- Time-frequency clustering and discriminant analysis.
- Approximate time-variable coherence analysis of multichannel signals
- Topological data analysis of single-trial electroencephalographic signals
- Adaptive spectral estimation for nonstationary multivariate time series
- A Bayesian nonparametric Markovian model for non-stationary time series
- Clustering nonlinear, nonstationary time series using BSLEX
- Forecasting non-stationary time series by wavelet process modelling
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series
- Automatic estimation of spatial spectra via smoothing splines
- Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
- Markov-switching state-space models with applications to neuroimaging
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
- Dependence measures for model selection in singular spectrum analysis
- Reaction times of monitoring schemes for ARMA time series
- Detecting abrupt changes in a piecewise locally stationary time series
- Analyzing non-stationary signals using generalized multiple fundamental frequency model
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data
- Robust functional supervised classification for time series
- Structural breaks in time series
- Inference for single and multiple change-points in time series
- Time-dependent dual-frequency coherence in multivariate non-stationary time series
- Break detection for a class of nonlinear time series models
- Change detection in linear regression with time series errors
- Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
- A Scale‐space Approach for Detecting Non‐stationarities in Time Series
- AdaptSPEC: Adaptive spectral estimation for nonstationary time series
- State-space multitaper time-frequency analysis
- Sequential change‐point detection based on direct density‐ratio estimation
- Group Lasso for structural break time series
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Walsh Fourier transform of locally stationary time series
- Bayesian model search for nonstationary periodic time series
- Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series
- Empirical frequency band analysis of nonstationary time series
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices
- Structural changes estimation for strongly dependent processes
- Fresped: frequency-specific change-point detection in epileptic seizure multi-channel EEG data
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
- Transformation to approximate independence for locally stationary Gaussian processes
- MULTIVARIATE SPECTRAL ANALYSIS USING HILBERT WAVELET PAIRS
- SLEX Analysis of Multivariate Nonstationary Time Series
- Spectral Inference under Complex Temporal Dynamics
- Collective Anomaly Detection in High-Dimensional Var Models
- Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis
- Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models
- An Algebraic Estimator for Large Spectral Density Matrices
- Time series clustering and classification via frequency domain methods
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
- Refining Heisenberg's principle: a greedy approximation of step functions with triangular waveform dictionaries
- PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data
- Generalized linear spectral models for locally stationary processes
- Modeling nonstationary time series using locally stationary basis processes
- Nonparametric Bayesian inference for the spectral density based on irregularly spaced data
- Group orthogonal greedy algorithm for change-point estimation of multivariate time series
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
- Classification of multivariate non-stationary signals: the SLEX-shrinkage approach
- Nonparametric spectral analysis with applications to seizure characterization using EEG time series
This page was built for publication: Automatic Statistical Analysis of Bivariate Nonstationary Time Series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4419443)