beyondWhittle (Q43445)

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Bayesian Spectral Inference for Time Series
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beyondWhittle
Bayesian Spectral Inference for Time Series

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    1.1.3
    4 April 2022
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    0.17
    23 January 2017
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    0.18.1
    7 April 2017
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    1.0
    16 July 2018
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    1.1.1
    12 July 2019
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    1.1.2
    25 January 2022
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    1.1
    22 November 2018
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    1.2.0
    31 May 2023
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    31 May 2023
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    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.
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