13 citations · 15 across the 5 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
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…