Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process

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Publication:447843

DOI10.1214/11-AOS955zbMath1274.62340arXiv1007.3823MaRDI QIDQ447843

Brunero Liseo, Judith Rousseau, Nicolas Chopin

Publication date: 29 August 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3823




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