Bayesian Estimation of the Spectral Density of a Time Series
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 99 (2004)
Issue (Month): (December)
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- Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011.
"The Variance Profile,"
30378, University Library of Munich, Germany.
- Sørbye, Sigrunn H. & Hindberg, Kristian & Olsen, Lena R. & Rue, Håvard, 2009. "Bayesian multiscale feature detection of log-spectral densities," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3746-3754, September.
- Taeryon Choi, 2009. "Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(4), pages 835-859, December.
- Macaro, Christian, 2010. "Bayesian non-parametric signal extraction for Gaussian time series," Journal of Econometrics, Elsevier, vol. 157(2), pages 381-395, August.
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