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Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process - MaRDI portal

Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843)

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scientific article; zbMATH DE number 6073782
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Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
scientific article; zbMATH DE number 6073782

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    Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (English)
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    29 August 2012
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    Bayesian nonparametric
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    consistency
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    FEXP priors
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    Gaussian long memory processes
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    rates of convergence
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