Shrinkage Priors on Complex-Valued Circular- Symmetric Autoregressive Processes

DOI10.1109/TIT.2021.3079512zbMath1486.62069arXiv2004.02389OpenAlexW3161462818MaRDI QIDQ4958229

Hidemasa Oda, Fumiyasu Komaki

Publication date: 7 September 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.02389

zbMATH Keywords

shrinkage priorspower spectral densitiesobjective priors for Kähler parameter spaces

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Statistics on manifolds (62R30) Bayesian inference (62F15)

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