Bayesian lattice filters for time-varying autoregression and time-frequency analysis (Q516530)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian lattice filters for time-varying autoregression and time-frequency analysis |
scientific article |
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Bayesian lattice filters for time-varying autoregression and time-frequency analysis (English)
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14 March 2017
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locally stationary
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model selection
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nonstationary
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partial autocorrelation
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piecewise stationary
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sequential estimation
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time-varying spectral density
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