A Hierarchical Approach to Covariance Function Estimation for Time Series (Q2740034)

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A Hierarchical Approach to Covariance Function Estimation for Time Series
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    A Hierarchical Approach to Covariance Function Estimation for Time Series (English)
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    16 September 2001
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    Bayesian statistics
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    lynx data
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    MCMC
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    shrinkage
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    spectral density
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