Bayesian Estimation of the Spectral Density of a Time Series (Q4651032)

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scientific article; zbMATH DE number 2135365
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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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