Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis

DOI10.1214/18-BA1126zbMath1435.62332arXiv1701.04846WikidataQ123417518 ScholiaQ123417518MaRDI QIDQ2290700

Renate Meyer, Claudia Kirch, Alexander Meier, Matthew Edwards

Publication date: 29 January 2020

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.04846

zbMATH Keywords

frequency domainBayesian nonparametricsspectral densitystationary time seriesLaser Interferometer Gravitational-wave Observatory (LIGO)laser interferometric gravitational wave data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Gravitational waves (83C35) Statistical astronomy (85A35)

Related Items

Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels, Bayesian spectral density estimation using P-splines with quantile-based knot placement, Posterior consistency for the spectral density of non‐Gaussian stationary time series, Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior, Higher‐order asymptotics of minimax estimators for time series, Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis, Bayesian Spectral Modeling for Multiple Time Series, Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach, Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain, beyondWhittle, Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series, Bayesian nonparametric spectral density estimation using B-spline priors

Uses Software

• BayesWave

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