Smooth online parameter estimation for time varying VAR models with application to rat local field potential activity data

DOI10.4310/22-SII729arXiv2102.12290OpenAlexW4365799615MaRDI QIDQ6073447

Hernando Ombao, Marco Pinto, Norbert J. Fortin, Anass El Yaagoubi Bourakna

Publication date: 16 September 2023

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.12290

zbMATH Keywords

locally stationary processesonline parameter estimationdynamic brain connectivitydynamic spectral connectivity

Mathematics Subject Classification ID

Statistics (62-XX)

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