Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
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Cites work
- A Note on Whittle's Likelihood
- A simple generalized crossvalidation method of span selection for periodogram smoothing
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
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- Automatic estimation of multivariate spectra via smoothing splines
- Automatic Statistical Analysis of Bivariate Nonstationary Time Series
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- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series
- Discriminant analysis of time series in the presence of within-group spectral variability
- Functional mixed effects spectral analysis
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- Multivariate spectral analysis using Cholesky decomposition
- Multivariate time-dependent spectral analysis using Cholesky decomposition
- Penalized multivariate Whittle likelihood for power spectrum estimation
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach
- Time series analysis and its applications. With R examples
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