Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (Q1705542)

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Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing
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    Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (English)
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    16 March 2018
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    dynamic factor models
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    dynamic sparsity
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    EEG time series
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    factor-augmented vector autoregression
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    impulse response
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    multivariate time series
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    sparse time-varying loadings
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    time-series decomposition
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    transfer response factor models
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