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AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series - MaRDI portal

AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series (Q4904734)

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scientific article; zbMATH DE number 6133104
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AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series
scientific article; zbMATH DE number 6133104

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    AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series (English)
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    31 January 2013
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    electroencephalogram
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    El Niño southern oscillations
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    locally stationary time series
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    reversible jump Markov chain Monte Carlo
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    Whittle likelihood
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