Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307)

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scientific article; zbMATH DE number 7030211
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Bayesian time series regression with nonparametric modeling of autocorrelation
scientific article; zbMATH DE number 7030211

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    Bayesian time series regression with nonparametric modeling of autocorrelation (English)
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    27 February 2019
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    autocorrelation function
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    Whittle likelihood
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    Bayesian framework
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    Gaussian process prior
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