Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307)
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scientific article; zbMATH DE number 7030211
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| English | Bayesian time series regression with nonparametric modeling of autocorrelation |
scientific article; zbMATH DE number 7030211 |
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Bayesian time series regression with nonparametric modeling of autocorrelation (English)
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27 February 2019
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autocorrelation function
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Whittle likelihood
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Bayesian framework
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Gaussian process prior
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0.9303919
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0.9241754
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0.92215836
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0.9190384
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0.9165273
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0.9146457
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