A Bayesian Curve Fitting Approach to Power Spectrum Estimation

DOI10.1080/10485250211389zbMath1011.62101OpenAlexW2082055075MaRDI QIDQ4805748

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Publication date: 10 June 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250211389

zbMATH Keywords

stationary time seriesspectrum estimationreversible jump MCMCpiecewise polynomialsmultiapering

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Nonparametric regression using Bayesian variable selection
• Time series: theory and methods.
• A practical guide to splines
• Markov chains for exploring posterior distributions. (With discussion)
• Spectral Analysis for Physical Applications
• Automatic Smoothing of the Log Periodogram
• Some recent advances in time series modeling
• A Bayesian CART algorithm
• Automatic Bayesian Curve Fitting
• LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION

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