Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series (Q5066467)
From MaRDI portal
scientific article; zbMATH DE number 7499918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series |
scientific article; zbMATH DE number 7499918 |
Statements
Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series (English)
0 references
29 March 2022
0 references
factor analysis
0 references
high-dimensional time series
0 references
locally stationary process
0 references
multiplicative gamma process
0 references
spectral analysis
0 references
stochastic approximation Monte Carlo
0 references
0 references
0 references
0 references
0 references
0 references
