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

Smooth online parameter estimation for time varying VAR models with application to rat local field potential activity data (Q6073447)

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scientific article; zbMATH DE number 7738972
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English
Smooth online parameter estimation for time varying VAR models with application to rat local field potential activity data
scientific article; zbMATH DE number 7738972

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    Smooth online parameter estimation for time varying VAR models with application to rat local field potential activity data (English)
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    16 September 2023
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    online parameter estimation
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    locally stationary processes
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    dynamic brain connectivity
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    dynamic spectral connectivity
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