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Spectrum inference for replicated spatial locally time-harmonizable time series

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posted on 2023-06-10, 06:58 authored by John Aston, Dominique Dehay, Anna E Dudek, Jean-Marc Freyermuth, Denes Szucs, Lincoln Colling
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 studying the dynamic functional connectivity within the brain associated to visual working memory performance.

History

Publication status

  • Published

File Version

  • Published version

Journal

Electronic Journal of Statistics

ISSN

1935-7524

Publisher

Institute of Mathematical Statistics

Issue

1

Volume

17

Page range

1-40

Department affiliated with

  • Psychology Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2023-05-04

First Open Access (FOA) Date

2023-05-04

First Compliant Deposit (FCD) Date

2023-05-03

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