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Bayesian nonparametric estimation of the spectral density of a long or
  intermediate memory Gaussian process
v1v2 (latest)

Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process

22 July 2010
Judith Rousseau
Nicolas Chopin
B. Liseo
ArXiv (abs)PDFHTML

Papers citing "Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process"

7 / 7 papers shown
Asymptotic considerations in a Bayesian linear model with
  nonparametrically modelled time series innovations
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
Claudia Kirch
Alexander Meier
R. Meyer
Yifu Tang
188
3
0
24 Sep 2024
Dynamic linear regression models for forecasting time series with semi
  long memory errors
Dynamic linear regression models for forecasting time series with semi long memory errors
Thomas Goodwin
M. Quiroz
Robert Kohn
AI4TS
153
2
0
17 Aug 2024
Hypotheses testing and posterior concentration rates for semi-Markov
  processes
Hypotheses testing and posterior concentration rates for semi-Markov processesStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (JCTPDS), 2019
V. Barbu
G. Gayraud
N. Limnios
I. Votsi
127
5
0
13 Jun 2019
Bayesian nonparametric spectral density estimation using B-spline priors
Bayesian nonparametric spectral density estimation using B-spline priors
M. Edwards
R. Meyer
N. Christensen
132
40
0
16 Jul 2017
On adaptive posterior concentration rates
On adaptive posterior concentration rates
M. Hoffmann
Judith Rousseau
Johannes Schmidt-Hieber
384
86
0
22 May 2013
Computational aspects of Bayesian spectral density estimation
Computational aspects of Bayesian spectral density estimation
Nicolas Chopin
Judith Rousseau
B. Liseo
175
15
0
19 Nov 2012
Bayesian optimal adaptive estimation using a sieve prior
Bayesian optimal adaptive estimation using a sieve prior
Julyan Arbel
G. Gayraud
Judith Rousseau
367
63
0
11 Apr 2012
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