Bayesian Inference on Periodicities and Component Spectral Structure in Time Series

DOI10.1111/1467-9892.00145zbMath0958.62090OpenAlexW1975552482MaRDI QIDQ2703242

Gabriel Huerta, Mike West

Publication date: 1 March 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00145

zbMATH Keywords

unit rootsautoregressive components modelsquasi-periodic time seriestime series decompositions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

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