Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389)

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Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
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    Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (English)
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    5 February 2020
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    Bayesian nonparametrics
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    completely random measures
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    spectral density
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    stationary multivariate time series
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