Spectrum inference for replicated spatial locally time-harmonizable time series
In this paper we develop tools for statistical inference on replicated realizations of spatiotemporal processes that are locally time-harmonizable. Our method estimates both the rescaled spatial time-varying Loève-spectrum and the spatial time-varying dual-frequency coherence function under realisti...
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Published in | Electronic journal of statistics Vol. 17; no. 1; pp. 1371 - 1410 |
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Main Authors | , , , , , |
Format | Journal Article |
Language | English |
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Shaker Heights, OH : Institute of Mathematical Statistics
01.01.2023
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Abstract | In this paper we develop tools for statistical inference on replicated realizations of spatiotemporal processes that are locally time-harmonizable. Our method estimates both the rescaled spatial time-varying Loève-spectrum and the spatial time-varying dual-frequency coherence function under realistic modeling assumptions. We construct confidence intervals for these parameters of interest using the Circular Block Bootstrap method and prove its consistency. We illustrate the application of our methodology on a dataset arising from an experiment in neuropsychology. From EEG recordings, our method allows to study the dynamic functional connectivity within the brain associated to visual working memory performance. |
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AbstractList | In this paper we develop tools for statistical inference on replicated realizations of spatiotemporal processes that are locally time-harmonizable. Our method estimates both the rescaled spatial time-varying Loève-spectrum and the spatial time-varying dual-frequency coherence function under realistic modeling assumptions. We construct confidence intervals for these parameters of interest using the Circular Block Bootstrap method and prove its consistency. We illustrate the application of our methodology on a dataset arising from an experiment in neuropsychology. From EEG recordings, our method allows to study the dynamic functional connectivity within the brain associated to visual working memory performance. |
Author | Dehay, Dominique Freyermuth, Jean-Marc Aston, John Dudek, Anna E. Szucs, Denes Colling, Lincoln |
Author_xml | – sequence: 1 givenname: John surname: Aston fullname: Aston, John organization: Dept. of Pure Mathematics and Mathematical Statistics, University of Cambridge, U.K – sequence: 2 givenname: Dominique surname: Dehay fullname: Dehay, Dominique organization: Univ Rennes, CNRS, IRMAR UMR 6625, France – sequence: 3 givenname: Anna E. surname: Dudek fullname: Dudek, Anna E. organization: AGH University of Krakow, Dept. of Applied Mathematics, al. Mickiewicza 30, 30-059, Krakow, Poland – sequence: 4 givenname: Jean-Marc surname: Freyermuth fullname: Freyermuth, Jean-Marc organization: Institut de Mathématiques de Marseille, Aix-Marseille University, France – sequence: 5 givenname: Denes surname: Szucs fullname: Szucs, Denes organization: Dept. of Psychology, University of Cambridge, U.K – sequence: 6 givenname: Lincoln surname: Colling fullname: Colling, Lincoln organization: Dept. of Psychology, University of Sussex, U.K |
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Keywords | ElectroEncephaloGraphy functional connectivity Harmonizable spatiotemporal processes nonparametric spectral analysis Circular Block Bootstrap |
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