Bayesian Estimation of the Spectral Density of a Time Series
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Publication:4651032
DOI10.1198/016214504000000557zbMath1055.62100OpenAlexW2077845604WikidataQ56687361 ScholiaQ56687361MaRDI QIDQ4651032
Nidhan Choudhuri, Anindya Roy, Subhashis Ghosal
Publication date: 21 February 2005
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000000557
Dirichlet processperiodogramposterior distributionBernstein polynomialMetropolis algorithmposterior consistency
Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Numerical analysis or methods applied to Markov chains (65C40)
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