Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes (Q2152550)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes |
scientific article |
Statements
Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes (English)
0 references
8 July 2022
0 references
spectral density estimation
0 references
nonstationary
0 references
reversible jump
0 references
Markov chain Monte Carlo
0 references
Gaussian process
0 references
