Bayesian spectral density estimation using P-splines with quantile-based knot placement (Q2667015)
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scientific article; zbMATH DE number 7432225
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| English | Bayesian spectral density estimation using P-splines with quantile-based knot placement |
scientific article; zbMATH DE number 7432225 |
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Bayesian spectral density estimation using P-splines with quantile-based knot placement (English)
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23 November 2021
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P-splines
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B-splines
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Bernstein-Dirichlet process prior
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spectral density estimation
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Whittle likelihood
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0.91550386
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0.8868721
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0.8860151
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0.88256145
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0.87784404
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0.8778336
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