Pages that link to "Item:Q1298961"
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The following pages link to Estimation of spectral density of a stationary time series via an asymptotic of the periodogram (Q1298961):
Displaying 7 items.
- Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes (Q2152550) (← links)
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach (Q2293389) (← links)
- Bayesian nonparametric spectral density estimation using B-spline priors (Q2329750) (← links)
- Spectral decompositions of multiple time series: a Bayesian non-parametric approach (Q2443320) (← links)
- Bayesian spectral density estimation using P-splines with quantile-based knot placement (Q2667015) (← links)
- Posterior consistency for the spectral density of non‐Gaussian stationary time series (Q6049786) (← links)
