Smooth online parameter estimation for time varying VAR models with application to rat local field potential activity data

Mathematics

• Parameter Estimation 100%
• Local Field Potential 100%
• Estimation Approach 83%
• Kalman Filtering 50%
• Computational Cost 33%
• Matrix 16%
• Covariance Matrix 16%
• Least Square 16%
• Robust Test 16%
• Dimensional Time 16%
• Time Series Data 16%
• Time-Varying Parameter 16%
• Spectral Property 16%
• Autoregressive Model 16%
• Higher Dimensions 16%
• Squared Error 16%
• Hippocampus 16%

Computer Science

• Parameter Estimation 100%
• Kalman Filtering 50%
• Computational Cost 33%
• Least Squares Methods 16%
• Adaptive Control Systems 16%
• High Dimensionality 16%
• Multivariate Time Series 16%
• Control Application 16%
• Computational Complexity 16%
• Covariance Matrix 16%
• Estimation Procedure 16%
• Time Series Data 16%
• Spectral Property 16%

Keyphrases

• Time-varying VAR Model 100%
• Adaptive Control Applications 16%
• Odour Stimulus 16%
• High-dimensional Time Series 16%