Hierarchical dynamic PARCOR models for analysis of multiple brain signals

DOI10.4310/21-SII699OpenAlexW4288049952WikidataQ114572888 ScholiaQ114572888MaRDI QIDQ2172372

Wenjie Zhao, Raquel Prado

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-sii699

zbMATH Keywords

dynamic linear modelshierarchical Bayesian modelspartial autocorrelationmultiple non-stationary time series

Mathematics Subject Classification ID

Statistics (62-XX)

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