Modelling non-stationary variance in EEG time series by state space GARCH model

Computers in Biology and Medicine

Volumn 36, Issue 12, 2006, Pages 1327-1335

  Wong, Kin Foon Kevin ^a   Galka, Andreas ^b,c   Yamashita, Okito ^d   Ozaki, Tohru ^a,c  

^a GRADUATE UNIVERSITY FOR ADVANCED STUDIES   (Japan)

^b UNIVERSITY OF KIEL   (Germany)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^d ADVANCED TELECOMMUNICATIONS RESEARCH INSTITUTE INTERNATIONAL   (Japan)

Author keywords

Anaesthesia; Autoregressive model; Conditional heteroscedasticity; Frequency decomposition; Kalman filter; Non stationarity; State space model

Indexed keywords

ANAESTHESIA; AUTOREGRESSIVE MODEL; CONDITIONAL HETEROSCEDASTICITY; FREQUENCY DECOMPOSITION; NON-STATIONARITY;

COMPUTER SIMULATION; MATHEMATICAL MODELS; NATURAL FREQUENCIES; STATE SPACE METHODS; TIME SERIES ANALYSIS;

ELECTROENCEPHALOGRAPHY;

ANESTHESIA; ARTICLE; ELECTROENCEPHALOGRAM; ERROR; INFORMATION PROCESSING; NOISE; PRIORITY JOURNAL; STATISTICAL MODEL; TIME;

ANESTHESIA; BRAIN; ELECTROENCEPHALOGRAPHY; HUMANS; MODELS, NEUROLOGICAL;

EID: 33748941098     PISSN: 00104825     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.compbiomed.2005.10.001     Document Type: Article

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