Bayesian spectral density estimation using P-splines with quantile-based knot placement
Author:
Funder
University of Auckland
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00180-021-01066-7.pdf
Reference38 articles.
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3. Cadonna A, Kottas A, Prado R (2017) Bayesian mixture modeling for spectral density estimation. Stat Probab Lett 125:189–195. https://doi.org/10.1016/j.spl.2017.02.008
4. Carter CK, Kohn R (1997) Semiparametric Bayesian inference for time series with mixed spectra. J R Stat Soc Ser B 59(1):255–268. https://doi.org/10.1111/1467-9868.00067
5. Choudhuri N, Ghosal S, Roy A (2004) Bayesian estimation of the spectral density of a time series. J Am Stat Assoc 99(468):1050–1059. https://doi.org/10.1198/016214504000000557
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