A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series

DOI10.1016/j.csda.2024.108010zbMath1547.62022MaRDI QIDQ6626672

Claudia Kirch, Renate Meyer, Yixuan Liu, Jeong Eun Lee

Publication date: 29 October 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte Carlospectral analysisBayesian nonparametricsmultivariate time seriesWhittle likelihoodcompletely random measures

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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