Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843)
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scientific article; zbMATH DE number 6073782
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| English | Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process |
scientific article; zbMATH DE number 6073782 |
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Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (English)
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29 August 2012
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Bayesian nonparametric
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consistency
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FEXP priors
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Gaussian long memory processes
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rates of convergence
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0.8121953010559082
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0.8111349940299988
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0.8037233948707581
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0.8037233948707581
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