Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307)
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English | Bayesian time series regression with nonparametric modeling of autocorrelation |
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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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