Bayesian copula spectral analysis for stationary time series (Q1727902)

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scientific article; zbMATH DE number 7027252
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English
Bayesian copula spectral analysis for stationary time series
scientific article; zbMATH DE number 7027252

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    Bayesian copula spectral analysis for stationary time series (English)
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    21 February 2019
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    copula
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    Hamiltonian Monte Carlo
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    spectral analysis
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    time series
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    time reversibility
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    Whittle likelihood
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