AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series

DOI10.1080/10618600.2021.2000870OpenAlexW3213822836MaRDI QIDQ5084442

Michael Bertolacci, Sally Cripps, Ori Rosen, Edward Cripps

Publication date: 24 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.06622

zbMATH Keywords

measlesreversible jump Markov chain Monte CarloWhittle likelihoodrainfallmultiple time serieslocally stationary time series

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Adaptive Bayesian Sum of Trees Model for Covariate-Dependent Spectral Analysis

Uses Software

• R
• BayesSpec

Cites Work

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