Nonparametric Bayesian inference for the spectral density based on irregularly spaced data

DOI10.1016/J.CSDA.2020.107019MaRDI QIDQ830624zbMATH OpenOpenAlexFDO

Authors Shibin Zhang

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107019

zbMATH Keywords

Gibbs samplerHamiltonian Monte Carlospectral densityperiodogramsmoothing splineirregularly spaced data

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• A spectral domain test of isotropic properties for irregularly spaced spatial data
• Automatic estimation of spatial spectra via smoothing splines
• A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed

Describes a project that uses

Uses Software

• BayesSpec
• cts
• BayesDA

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