Bayesian autoregressive spectral analysis

DOI10.1080/03610928508828959zbMath0585.62159OpenAlexW2036605902MaRDI QIDQ3709717

Peyton Cook

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828959

zbMATH Keywords

spectral densityNumerical examplesmultivariate autoregressive processesWolfer sunspot numbersoperational Bayesian approachunivariate autoregressive processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

Uses Software

• SAS
• SAS/ETS

Cites Work

• Thomas Bayes's Bayesian Inference
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bayesian autoregressive spectral analysis