2 papers
stat.ME2025
Stochastic Volatility under Informative Missingness
Gehui Zhang, Gong Tang, Lori Scott +1
Stochastic volatility models that treat the variance of a time series as a stochastic process have proven to be important tools for analyzing dynamic variability. Current methods f…
stat.ME2016
Adaptive Bayesian Spectral Analysis of Nonstationary Biomedical Time Series
Scott A. Bruce, Martica H. Hall, Daniel J. Buysse +1
Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, th…