Bayesian copula spectral analysis for stationary time series
type: Item
instance of: scholarly article
title: Bayesian copula spectral analysis for stationary time series
author: Shibin Zhang
published in: Computational Statistics and Data Analysis
publication date: 2019-02-21T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7027252
zbMATH Keywords: copula
zbMATH Keywords: Hamiltonian Monte Carlo
zbMATH Keywords: spectral analysis
zbMATH Keywords: time series
zbMATH Keywords: time reversibility
zbMATH Keywords: Whittle likelihood
describes a project that uses: BayesSpec
describes a project that uses: astsa
describes a project that uses: quantspec
MaRDI profile type: Publication
full work available at URL: j.csda.2018.10.001
OpenAlex ID: W2896831828
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DOI: 10.1016/J.CSDA.2018.10.001
description: scientific article; zbMATH DE number 7027252