Bayesian Spectral Modeling for Multiple Time Series
Author:
Affiliation:
1. Department of Finance, Accounting and Statistics, WU Vienna University of Economics and Business, Vienna, Austria;
2. Department of Statistics, University of California, Santa Cruz, Santa Cruz, CA
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2018.1520114
Reference27 articles.
1. Bayesian mixture modeling for spectral density estimation
2. Semiparametric Bayesian Inference for Time Series with Mixed Spectra
3. Computational Aspects of Bayesian Spectral Density Estimation
4. Bayesian Estimation of the Spectral Density of a Time Series
5. A Note on Whittle's Likelihood
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