Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700): Difference between revisions

@@ Property / cites work @@
+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Q2760416
@@ Property / cites work: Q2760416 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q3511004
@@ Property / cites work: Q3511004 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: Theory and methods
@@ Property / cites work: Time series: Theory and methods / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian mixture modeling for spectral density estimation
+Normal rank
@@ Property / cites work @@
+Q4364008
@@ Property / cites work: Q4364008 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Estimation of the Spectral Density of a Time Series
+Normal rank
@@ Property / cites work @@
+A Note on Whittle's Likelihood
@@ Property / cites work: A Note on Whittle's Likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for ratio statistics in time series analysis
+Normal rank
@@ Property / cites work @@
+Q2891271
@@ Property / cites work: Q2891271 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian nonparametric spectral density estimation using B-spline priors
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+On bootstrapping kernel spectral estimates
@@ Property / cites work: On bootstrapping kernel spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of spectral density of a stationary time series via an asymptotic of the periodogram
+Normal rank
@@ Property / cites work @@
+Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
+Normal rank
@@ Property / cites work @@
+Posterior consistency of Dirichlet mixtures in density estimation
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
+Normal rank
@@ Property / cites work @@
+Moving Fourier Analysis for Locally Stationary Processes with the Bootstrap in View
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods for Time Series
@@ Property / cites work: Bootstrap Methods for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+A Review of Nonparametric Time Series Analysis
@@ Property / cites work: A Review of Nonparametric Time Series Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Specification testing for regression models with dependent data
+Normal rank
@@ Property / cites work @@
+Nonparametric density estimation with a parametric start
+Normal rank
@@ Property / cites work @@
+Bayesian Inference on Periodicities and Component Spectral Structure in Time Series
+Normal rank
@@ Property / cites work @@
+The multiple hybrid bootstrap -- resampling multivariate linear processes
+Normal rank
@@ Property / cites work @@
+Hybrid bootstrap aided unit root testing
@@ Property / cites work: Hybrid bootstrap aided unit root testing / rank @@
+Normal rank
@@ Property / cites work @@
+A frequency domain bootstrap for Whittle estimation under long-range dependence
+Normal rank
@@ Property / cites work @@
+Resampling in the frequency domain of time series to determine critical values for change-point tests
+Normal rank
@@ Property / cites work @@
+TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
+Normal rank
@@ Property / cites work @@
+Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
+Normal rank
@@ Property / cites work @@
+The Bernstein-von Mises theorem under misspecification
+Normal rank
@@ Property / cites work @@
+Autoregressive-aided periodogram bootstrap for time series
+Normal rank
@@ Property / cites work @@
+Bootstrap methods for dependent data: a review
@@ Property / cites work: Bootstrap methods for dependent data: a review / rank @@
+Normal rank
@@ Property / cites work @@
+The Hybrid Wild Bootstrap for Time Series
@@ Property / cites work: The Hybrid Wild Bootstrap for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+On the range of validity of the autoregressive sieve bootstrap
+Normal rank
@@ Property / cites work @@
+Objective priors for causal AR(<i>p</i>) with partial autocorrelations
+Normal rank
@@ Property / cites work @@
+Bayesian semiparametric inference on long-range dependence
+Normal rank
@@ Property / cites work @@
+BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
+Normal rank
@@ Property / cites work @@
+Rejoinder: ``Bayesian nonparametric inference -- why and how''
+Normal rank
@@ Property / cites work @@
+Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
+Normal rank
@@ Property / cites work @@
+Simultaneous bootstrap confidence bands in nonparametric regression
+Normal rank
@@ Property / cites work @@
+Random Bernstein Polynomials
@@ Property / cites work: Random Bernstein Polynomials / rank @@
+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 @@
+Modelling coloured residual noise in gravitational-wave signal processing
+Normal rank
@@ Property / cites work @@
+Q4839399
@@ Property / cites work: Q4839399 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic spectral theory for nonlinear time series
+Normal rank
@@ Property / cites work @@
+Penalised Complexity Priors for Stationary Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+The debiased Whittle likelihood
@@ Property / cites work: The debiased Whittle likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+Frequentist coverage of adaptive nonparametric Bayesian credible sets
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+All of Nonparametric Statistics
@@ Property / cites work: All of Nonparametric Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3264560
@@ Property / cites work: Q3264560 / rank @@
+Normal rank