Spectral Decompositions of Multiple Time Series: A Bayesian Non-parametric Approach

Author:

Macaro Christian,Prado Raquel

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Psychology

Reference29 articles.

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2. Brillinger, D.R. (1973). The analysis of time series collected in an experimental design. In P.R. Krishnaiah (Ed.), Multivariate analysis-III (pp. 241–256). New York: Academic Press.

3. Brillinger, D.R. (1980). Analysis of variance and problems under time series models. In P.R. Krishnaiah & D.R. Brillinger (Eds.), Handbook of statistics (Vol. I, pp. 237–278). Amsterdam: North Holland.

4. Carter, C.K., & Kohn, R. (1997). Semiparametric Bayesian inference for time series with mixed spectra. Journal of the Royal Statistical Society. Series B, 59, 255–268.

5. Choudhuri, N., Ghosal, S., & Roy, A. (2004). Bayesian estimation of the spectral density of a time series. Journal of the American Statistical Association, 99, 1050–1059.

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