AdaptSPEC: Adaptive spectral estimation for nonstationary time series
DOI10.1080/01621459.2012.716340zbMATH Open1258.62093OpenAlexW2126401336MaRDI QIDQ4904734FDOQ4904734
Authors:
Publication date: 31 January 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.716340
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locally stationary time seriesreversible jump Markov chain Monte CarloWhittle likelihoodelectroencephalogramEl Niño southern oscillations
Bayesian inference (62F15) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Biomedical imaging and signal processing (92C55)
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Cited In (33)
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- Inferring Brain Signals Synchronicity From a Sample of EEG Readings
- A new measure between sets of probability distributions with applications to erratic financial behavior
- Fast Bayesian inference on spectral analysis of multivariate stationary time series
- Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis
- Nonparametric Bayesian inference for the spectral density based on irregularly spaced data
- State-space multitaper time-frequency analysis
- Minimum distance estimation of locally stationary moving average processes
- Smoothing Spline ANOVA for Time-Dependent Spectral Analysis
- Adaptive spectral estimation for nonstationary multivariate time series
- Title not available (Why is that?)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics
- Local spectral analysis via a Bayesian mixture of smoothing splines
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
- Automatic estimation of spatial spectra via smoothing splines
- Bayesian model search for nonstationary periodic time series
- Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
- Bayesian copula spectral analysis for stationary time series
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
- Time-varying auto-regressive models for count time-series
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels
- Just-in-time adaptive similarity component analysis in nonstationary environments
- Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series
- Time-Dependent Spectral Analysis of Nonstationary Time Series
- Bayesian spectral density estimation using P-splines with quantile-based knot placement
- Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series
- Title not available (Why is that?)
- BayesSpec
- Bayesian nonparametric spectral density estimation using B-spline priors
- Automatic Statistical Analysis of Bivariate Nonstationary Time Series
- Bayesian survival analysis using gamma processes with adaptive time partition
- Nonparametric spectral analysis of gapped data via an adaptive filtering approach
- Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series
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