Exploratory modelling of multiple non-stationary time series: Latent process structure and decompositions

MaRDI QIDQ4381616zbMATH OpenFDO

Authors Raquel Prado, Mike West

Publication date 9 December 1998

zbMATH Keywords

dynamic latent factor modeldynamic linear modelEEG studynon-stationary time seriestime series decomposition

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50)

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