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Bayesian Spectral Inference for Time Series
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Bayesian Spectral Inference for Time Series |
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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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