Bayesian autoregressive spectral analysis

DOI10.1080/03610928508828959MaRDI QIDQ3709717zbMATH OpenOpenAlexFDO

Authors Peyton Cook

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508828959

zbMATH Keywords

multivariate autoregressive processesNumerical examplesoperational Bayesian approachspectral densityunivariate autoregressive processesWolfer sunspot numbers

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3822927 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• Thomas Bayes's Bayesian Inference

Cited in

(7)

• Exploratory spectral analysis of hydrological times series
• A superharmonic prior for the autoregressive process of the second-order
• Bayesian-like autoregressive spectrum estimation in the case of unknown process order
• scientific article; zbMATH DE number 4020270 (Why is no real title available?)
• Lorentzian-Model-Based Bayesian Analysis for Automated Estimation of Attenuated Resonance Spectrum
• Bayesian Estimation of the Spectral Density of a Time Series
• Bayesian monitoring of local residual autocorrelations taking into account the run-length

Describes a project that uses

Uses Software

• SAS
• SAS/ETS

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