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

zbMATH Keywords

statistical inferencetime-varying signalscovariance estimationlocally stationary processEEG signalstime-series modelling

Mathematics Subject Classification ID

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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