Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (Q5229927)
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scientific article; zbMATH DE number 7095890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series |
scientific article; zbMATH DE number 7095890 |
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Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (English)
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19 August 2019
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locally stationary process
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modified Cholesky decomposition
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nonstationary multivariate time series
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penalized splines
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reversible jump Markov chain Monte Carlo
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spectral analysis
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