Statistical inference and time-frequency estimation for non-stationary signal classification

This thesis focuses on statistical methods for non-stationary signals. The methods considered or developed address problems of stochastic modeling, inference, spectral analysis, time-frequency analysis, and deep learning for classification. In all the contributions, an example of a biomedical application of the proposed method is provided, either to electroencephalography (EEG) data or to Heart Rate Variability (HRV) data. Four manuscripts are included in this Ph.D. thesis