A Bayesian Curve Fitting Approach to Power Spectrum Estimation

DOI10.1080/10485250211389MaRDI QIDQ4805748zbMATH OpenOpenAlexFDO

Authors

Publication date 10 June 2003

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250211389

zbMATH Keywords

stationary time seriesreversible jump MCMCpiecewise polynomialsspectrum estimationmultiapering

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• A Bayesian CART algorithm
• A practical guide to splines
• Automatic Bayesian Curve Fitting
• Automatic Smoothing of the Log Periodogram
• LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION
• Markov chains for exploring posterior distributions. (With discussion)
• Nonparametric regression using Bayesian variable selection
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Some recent advances in time series modeling
• Spectral Analysis for Physical Applications
• Time series: theory and methods.

Cited in

(4)

• Bayesian power-law regression with a location parameter, with applications for construction of discharge rating curves
• Lorentzian-Model-Based Bayesian Analysis for Automated Estimation of Attenuated Resonance Spectrum
• scientific article; zbMATH DE number 4020270 (Why is no real title available?)
• A log-Gaussian Cox process with sequential Monte Carlo for line narrowing in spectroscopy

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