Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389)
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English | Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach |
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Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (English)
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5 February 2020
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Bayesian nonparametrics
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completely random measures
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spectral density
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stationary multivariate time series
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