scientific article; zbMATH DE number 1086083

zbMATH Open0889.62078MaRDI QIDQ4364008FDOQ4364008

Authors: Chris Carter, Robert Kohn 

Publication date: 18 June 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

trendKalman filterMarkov chain Monte Carlomissing dataMetropolis-Hastings algorithmfrequency estimationstationary seriesmixture of normalssinusoidsreduced conditionals

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and spectral analysis (62M15)

Cited In (20)

• AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
• Fast Bayesian inference on spectral analysis of multivariate stationary time series
• Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
• Bayesian multiscale feature detection of log-spectral densities
• Spectral decompositions of multiple time series: a Bayesian non-parametric approach
• Efficient data augmentation techniques for some classes of state space models
• Bayesian non-parametric signal extraction for Gaussian time series
• Bayesian Spectral Modeling for Multiple Time Series
• Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
• Efficient MCMC sampling in dynamic mixture models
• Bayesian spectral density estimation using P-splines with quantile-based knot placement
• Bayesian Estimation of the Spectral Density of a Time Series
• Random field priors for spectral density functions
• Bayesian nonparametric spectral density estimation using B-spline priors
• Spatial regression with non-parametric modeling of Fourier coefficients
• Bayesian mixture modeling for spectral density estimation
• Bayesian time series regression with nonparametric modeling of autocorrelation
• Auxiliary mixture sampling with applications to logistic models
• Bayesian inference on periodicities and component spectral structure in time series

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