Bayesian decision theoretic scale-adaptive estimation of a log-spectral density

MaRDI QIDQ5434040zbMATH OpenFDO

Authors Marianna Pensky, Brani Vidakovic, Daniela De Canditiis

Publication date 9 January 2008

zbMATH Keywords

spectral densitywavelets

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)

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(9)

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• Bayesian spectral density estimation using P-splines with quantile-based knot placement
• Haar–Fisz Estimation of Evolutionary Wavelet Spectra
• scientific article; zbMATH DE number 4054854 (Why is no real title available?)
• Bayesian Spectral Modeling for Multiple Time Series
• Spectral likelihood expansions for Bayesian inference
• Bayesian multiscale feature detection of log-spectral densities

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