Generalized Gaussian time series model for increments of EEG data

DOI10.4310/21-SII692OpenAlexW4288049956WikidataQ114020887 ScholiaQ114020887MaRDI QIDQ2172366

Željka Salinger, Alla Sikorskii, Nikolai N. Leonenko, Michael J. Boivin, Nenad Šuvak

Publication date: 15 September 2022

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

Full work available at URL: https://doi.org/10.4310/21-sii692

zbMATH Keywords

time seriesdiffusion processheavy-tailed distributiontail indexgeneralized Gaussian distributiondiffusion discretization

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistics (62-XX) Time series analysis of dynamical systems (37M10) Diagnostics, and linear inference and regression (62J20)

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