Bayesian copula spectral analysis for stationary time series (Q1727902)

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scientific article; zbMATH DE number 7027252
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    Bayesian copula spectral analysis for stationary time series
    scientific article; zbMATH DE number 7027252

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      Bayesian copula spectral analysis for stationary time series (English)
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      21 February 2019
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      copula
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      Hamiltonian Monte Carlo
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      spectral analysis
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      time series
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      time reversibility
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      Whittle likelihood
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