Bayesian copula spectral analysis for stationary time series (Q1727902): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2018.10.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2896831828 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Spectral Analysis for Locally Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Spectral Tests for Serial Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile spectral processes: asymptotic analysis and inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Autoregression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Penalized multivariate Whittle likelihood for power spectrum estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distances between nested densities and a measure of the impact of the prior in Bayesian statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laplace Periodogram for Time Series Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantile Periodograms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local Spectral Analysis via a Bayesian Mixture of Smoothing Splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3060353 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3264560 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian mixture of splines for spatially adaptive nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood methods for discretely observed Gaussian moving averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive spectral estimation for nonstationary multivariate time series / rank
 
Normal rank

Latest revision as of 08:14, 18 July 2024

scientific article
Language Label Description Also known as
English
Bayesian copula spectral analysis for stationary time series
scientific article

    Statements

    Bayesian copula spectral analysis for stationary time series (English)
    0 references
    0 references
    21 February 2019
    0 references
    copula
    0 references
    Hamiltonian Monte Carlo
    0 references
    spectral analysis
    0 references
    time series
    0 references
    time reversibility
    0 references
    Whittle likelihood
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references