3 papers
stat.ME2019
Modeling Spectral Properties in Stationary Processes of Varying Dimensions with Applications to Brain Local Field Potential Signals
Raanju Ragavendar Sundararajan, Ron D. Frostig, Hernando Ombao
A common class of methods for analyzing of multivariate time series, stationary and nonstationary, decomposes the observed series into latent sources. Methods such as principal com…
stat.ME2018
Modeling Dependence via Copula of Functionals of Fourier Coefficients
Charles Fontaine, Ron D. Frostig, Hernando Ombao
The goal of this paper is to develop a measure for characterizing complex dependence between stationary time series that cannot be captured by traditional measures such as correlat…
stat.AP2018
Modeling non-linear spectral domain dependence using copulas with applications to rat local field potentials
Charles Fontaine, Ron D. Frostig, Hernando Ombao
This paper intends to develop tools for characterizing non-linear spectral dependence between spontaneous brain signals. We use parametric copula models (both bivariate and vine mo…