Bayesian semiparametric long memory models for discretized event data
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Publication:2170388
DOI10.1214/21-AOAS1546zbMath1498.62199arXiv2004.08309OpenAlexW3016551132WikidataQ115468122 ScholiaQ115468122MaRDI QIDQ2170388
Antik Chakraborty, Otso Ovaskainen, David B. Dunson
Publication date: 5 September 2022
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.08309
time seriesfractional Brownian motionlong range dependencefractalprobitnonparametric Bayeslatent Gaussian process models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Bayesian inference (62F15)
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