Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (Q5229927)
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scientific article; zbMATH DE number 7095890
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| English | Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series |
scientific article; zbMATH DE number 7095890 |
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Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (English)
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19 August 2019
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locally stationary process
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modified Cholesky decomposition
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nonstationary multivariate time series
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penalized splines
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reversible jump Markov chain Monte Carlo
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spectral analysis
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0.8329522013664246
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0.8023199439048767
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0.79350346326828
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0.7743417620658875
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0.771665632724762
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