Inference for time-varying signals using locally stationary processes
DOI10.1016/j.cam.2018.07.046zbMath1407.62309OpenAlexW2886650487WikidataQ129406797 ScholiaQ129406797MaRDI QIDQ1631413
Maria Sandsten, Rachele Anderson
Publication date: 6 December 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.07.046
statistical inferencetime-varying signalscovariance estimationlocally stationary processEEG signalstime-series modelling
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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