Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843): Difference between revisions
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Property / author: Judith Rousseau / rank | |||
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Property / author: Nicolas Chopin / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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Property / zbMATH DE Number: 6073782 / rank | |||
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Bayesian nonparametric | |||
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consistency | |||
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FEXP priors | |||
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Gaussian long memory processes | |||
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rates of convergence | |||
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Revision as of 09:30, 30 June 2023
scientific article
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English | Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process |
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Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (English)
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29 August 2012
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Bayesian nonparametric
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consistency
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FEXP priors
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Gaussian long memory processes
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rates of convergence
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