Bayesian estimation of the spectral density of time series
Year of publication: |
2004
|
---|---|
Authors: | Choudhuri, Nidhan ; Ghosal, Subhashis ; Roy, Anindya |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 99.2004, 468, p. 1050-1059
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
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