[HTML][HTML] First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes
Given a two-dimensional correlated diffusion process, we determine the joint density of the
first passage times of the process to some constant boundaries. This quantity depends on …
first passage times of the process to some constant boundaries. This quantity depends on …
Mixed vine copulas as joint models of spike counts and local field potentials
Concurrent measurements of neural activity at multiple scales, sometimes performed with
multimodal techniques, become increasingly important for studying brain function. However …
multimodal techniques, become increasingly important for studying brain function. However …
A copula-based method to build diffusion models with prescribed marginal and serial dependence
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …
time transformations between diffusion processes. We prove that two diffusions are related …
Joint analysis of spikes and local field potentials using copula
Recent technological advances, which allow for simultaneous recording of spikes and local
field potentials (LFPs) at multiple sites in a given cortical area or across different areas, have …
field potentials (LFPs) at multiple sites in a given cortical area or across different areas, have …