A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series (Q6626672)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series |
scientific article; zbMATH DE number 7933683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series |
scientific article; zbMATH DE number 7933683 |
Statements
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series (English)
0 references
29 October 2024
0 references
multivariate time series
0 references
spectral analysis
0 references
Whittle likelihood
0 references
Bayesian nonparametrics
0 references
completely random measures
0 references
Markov chain Monte Carlo
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
