Cookies on this website

We use cookies to ensure that we give you the best experience on our website. If you click 'Accept all cookies' we'll assume that you are happy to receive all cookies and you won't see this message again. If you click 'Reject all non-essential cookies' only necessary cookies providing core functionality such as security, network management, and accessibility will be enabled. Click 'Find out more' for information on how to change your cookie settings.

In this paper, we apply multivariate autoregressive (MAR) models to problems of spectral estimation for stationary and non-stationary electrophysiological data. We describe how to estimate spectral matrices and approximate confidence limits from MAR coefficients, and for stationary data spectral results obtained from the MAR approach are compared with fast Fourier transform (FFT) estimates. The hidden Markov MAR (HMMAR) model is derived for spectral estimation of non-stationary data, and traditional model order selection problems such as the number of states to include in the hidden Markov model or the choice of MAR model order are addressed through the use of a Bayesian formalism.


Journal article


J Neurosci Methods

Publication Date





35 - 53


Algorithms, Bayes Theorem, Brain, Electrophysiology, Humans, Markov Chains, Models, Neurological, Multivariate Analysis