Local Spectral Analysis via a Bayesian Mixture of Smoothing Splines
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Publication:5256122
DOI10.1198/jasa.2009.0118zbMath1388.62268OpenAlexW2055422597MaRDI QIDQ5256122
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Publication date: 22 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.0118
evolutionary spectrareversible jump Markov chain Monte Carlolocally stationary time seriesmixture of splines
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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