Generalized Gaussian time series model for increments of EEG data

We propose a new strictly stationary time series model with marginal generalized Gaussian distribution and exponentially decaying autocorrelation function for modeling of increments of electroencephalogram (EEG) data collected from Ugandan children during coma from cerebral malaria. The model inherits its appealing properties from the strictly stationary strong mixing Markovian diﬀusion with invari-ant generalized Gaussian distribution (GGD). The GGD parametrization used in this paper comprises some famous light-tailed distributions (e.g., Laplace and Gaussian) and some well known and widely applied heavy-tailed distributions (e.g., Student). Two versions of this model ﬁt to the data from each EEG channel. In the ﬁrst model, marginal distributions is from the light-tailed GGD sub-family, and the distribution parameters were estimated using quasi-likelihood approach. In the second model, marginal distributions is heavy-tailed (Student), and the tail index was estimated using the approach based on the empirical scaling function. The estimated parameters from models across EEG channels were explored as potential predictors of neurocognitive outcomes of these children 6 months after recov-ering from illness. Several of these parameters were shown to be important predictors even after controlling for neurocognitive scores immediately following cerebral malaria illness and traditional blood and cerebrospinal ﬂuid biomarkers collected during hospitalization.