Spectral decompositions of multiple time series: a Bayesian non-parametric approach
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Publication:2443320
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Cites work
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- Automatic estimation of multivariate spectra via smoothing splines
- Bayesian curve-fitting with free-knot splines
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- Bayesian Estimation of the Spectral Density of a Time Series
- Bayesian non-parametric signal extraction for Gaussian time series
- Bayesian semiparametric inference on long-range dependence
- Boundary performance of the beta kernel estimators
- Detecting Common Signals in Multiple Time Series Using the Spectral Envelope
- Estimation of spectral density of a stationary time series via an asymptotic of the periodogram
- Forecasting Using Principal Components From a Large Number of Predictors
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- Random Bernstein Polynomials
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Cited in
(13)- Fast Bayesian inference on spectral analysis of multivariate stationary time series
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
- Bayesian nonparametric spectral density estimation using B-spline priors
- IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- Bayesian Spectral Modeling for Multiple Time Series
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
- Factor modeling of multivariate time series: a frequency components approach
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
- Multilevel hybrid principal components analysis for region-referenced functional electroencephalography data
- Bayesian non-parametric signal extraction for Gaussian time series
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