Semi-parametric dynamic time series modelling with applications to detecting neural dynamics

DOI10.1214/09-AOAS275zbMath1184.62155arXiv1011.0626OpenAlexW2122507907MaRDI QIDQ965143

Fabio Rigat, James Q. Smith

Publication date: 21 April 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.0626

zbMATH Keywords

Bayesian statisticschange-point testingdynamic time series modelingstatistics for neural data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Neural biology (92C20) Numerical analysis or methods applied to Markov chains (65C40) Sequential statistical analysis (62L10)

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