Search Results for author: Anass El Yaagoubi Bourakna

Found 1 papers, 0 papers with code

Smooth Online Parameter Estimation for time varying VAR models with application to rat's LFP data

no code implementations24 Feb 2021 Anass El Yaagoubi Bourakna, Marco Pinto, Norbert Fortin, Hernando Ombao

For these reasons we propose a new smooth online parameter estimation approach (SOPE) that has the ability to control for the smoothness of the estimates with a reasonable computational complexity.

Time Series Methodology Computation Other Statistics

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