Bayesian Estimation of the Spectral Density of a Time Series (Q4651032)
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scientific article; zbMATH DE number 2135365
Language | Label | Description | Also known as |
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English | Bayesian Estimation of the Spectral Density of a Time Series |
scientific article; zbMATH DE number 2135365 |
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Bayesian Estimation of the Spectral Density of a Time Series (English)
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21 February 2005
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Bernstein polynomial
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Dirichlet process
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Metropolis algorithm
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periodogram
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posterior consistency
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posterior distribution
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