GARCH modelling of covariance in dynamical estimation of inverse solutions

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 333, Issue 3-4, 2004, Pages 261-268

  Galka, Andreas ^a,b   Yamashita, Okito ^c   Ozaki, Tohru ^b  

^a UNIVERSITY OF KIEL   (Germany)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^c ADVANCED TELECOMMUNICATIONS RESEARCH INSTITUTE INTERNATIONAL   (Japan)

Author keywords

GARCH; Inverse problem; Kalman filtering; Multivariate time series; State space modelling

Indexed keywords

BIOMEDICAL SIGNAL PROCESSING; DYNAMICAL SYSTEMS; ECONOMICS; ELECTROENCEPHALOGRAPHY; KALMAN FILTERS; STATISTICS; STOCHASTIC SYSTEMS;

EXTENDED DYNAMICAL SYSTEMS; GARCH; INVERSE SOLUTION; KALMAN-FILTERING; MULTIVARIATE TIME SERIES; SPATIO-TEMPORAL SYSTEM; STATE-SPACE MODELLING; STOCHASTIC DIFFUSION;

INVERSE PROBLEMS;

ALGORITHM; ARTICLE; BRAIN CORTEX; COVARIANCE; ELECTROENCEPHALOGRAPHY; FEASIBILITY STUDY; MATHEMATICAL COMPUTING; MATHEMATICAL MODEL; RECORDING; SIMULATION; STATISTICS;

EID: 8844230292     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2004.10.045     Document Type: Article

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