Bayesian Spectral Modeling for Multiple Time Series
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- scientific article; zbMATH DE number 1086083
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Cites work
- A Note on Whittle's Likelihood
- Approximation of conditional densities by smooth mixtures of regressions
- Automatic estimation of multivariate spectra via smoothing splines
- Automatic Smoothing of the Log Periodogram
- Bayesian decision theoretic scale-adaptive estimation of a log-spectral density
- Bayesian Estimation of the Spectral Density of a Time Series
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Bayesian mixture modeling for spectral density estimation
- Bayesian semiparametric inference on long-range dependence
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Hierarchical mixtures-of-experts for exponential family regression models: Approximation and maximum likelihood estimation
- scientific article; zbMATH DE number 3146409 (Why is no real title available?)
- scientific article; zbMATH DE number 1086083 (Why is no real title available?)
- Mixture models with a prior on the number of components
- Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
- On Estimation of a Probability Density Function and Mode
- Random Bernstein Polynomials
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach
- The asymptotic theory of linear time-series models
- Time series analysis and its applications. With R examples
Cited in
(23)- Bayesian copula spectral analysis for stationary time series
- Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment
- Fast Bayesian inference on spectral analysis of multivariate stationary time series
- Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach
- Functional mixed effects spectral analysis
- scientific article; zbMATH DE number 1086083 (Why is no real title available?)
- Bayesian Estimation of the Spectral Density of a Time Series
- Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series
- Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
- Local spectral analysis via a Bayesian mixture of smoothing splines
- Semiparametric models and inference for biomedical time series with extra-variation
- Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis
- A nonparametric Bayesian model for estimating spectral densities of resting‐state EEG twin data
- Nearest-neighbor mixture models for non-Gaussian spatial processes
- A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
- Multilevel hybrid principal components analysis for region-referenced functional electroencephalography data
- Topological data analysis for directed dependence networks of multivariate time series data
- Bayesian multiscale feature detection of log-spectral densities
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