Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843): Difference between revisions

@@ Property / author @@
-Judith Rousseau
@@ Property / author: Judith Rousseau / rank @@
-Normal rank
@@ Property / author @@
-Nicolas Chopin
@@ Property / author: Nicolas Chopin / rank @@
-Normal rank
@@ Property / author @@
+Judith Rousseau
@@ Property / author: Judith Rousseau / rank @@
+Normal rank
@@ Property / author @@
+Nicolas Chopin
@@ Property / author: Nicolas Chopin / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
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@@ Property / zbMATH DE Number @@
+6073782
@@ Property / zbMATH DE Number: 6073782 / rank @@
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@@ Property / zbMATH Keywords @@
+Bayesian nonparametric
@@ Property / zbMATH Keywords: Bayesian nonparametric / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consistency
@@ Property / zbMATH Keywords: consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+FEXP priors
@@ Property / zbMATH Keywords: FEXP priors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gaussian long memory processes
@@ Property / zbMATH Keywords: Gaussian long memory processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rates of convergence
@@ Property / zbMATH Keywords: rates of convergence / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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@@ Property / arXiv ID: 1007.3823 / rank @@
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@@ Property / cites work @@
+Q4407623
@@ Property / cites work: Q4407623 / rank @@
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@@ Property / cites work @@
+The consistency of posterior distributions in nonparametric problems
+Normal rank
@@ Property / cites work @@
+Fitting long-memory models by generalized linear regression
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient parameter estimation for self-similar processes
+Normal rank
@@ Property / cites work @@
+Q2778406
@@ Property / cites work: Q2778406 / rank @@
+Normal rank
@@ Property / cites work @@
+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
+Normal rank
@@ Property / cites work @@
+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
+Normal rank
@@ Property / cites work @@
+Convergence rates of posterior distributions.
@@ Property / cites work: Convergence rates of posterior distributions. / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rates of posterior distributions for non iid observations
+Normal rank
@@ Property / cites work @@
+Whittle estimator for finite-variance non-Gaussian time series with long memory
+Normal rank
@@ Property / cites work @@
+The FEXP estimator for potentially non-stationary linear time series.
+Normal rank
@@ Property / cites work @@
+An invariant form for the prior probability in estimation problems
+Normal rank
@@ Property / cites work @@
+Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
+Normal rank
@@ Property / cites work @@
+Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+Q4407607
@@ Property / cites work: Q4407607 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4015742
@@ Property / cites work: Q4015742 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Log-periodogram regression of time series with long range dependence
+Normal rank
@@ Property / cites work @@
+Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
+Normal rank
@@ Property / cites work @@
+Q5725155
@@ Property / cites work: Q5725155 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:447843