beyondWhittle (Q43445)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: beyondWhittle |
Bayesian Spectral Inference for Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | beyondWhittle |
Bayesian Spectral Inference for Time Series |
Statements
31 May 2023
0 references
Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <arXiv:2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.
0 references
