Spectral Decompositions of Multiple Time Series: A Bayesian Non-parametric Approach
Year of publication: |
2014
|
---|---|
Authors: | Macaro, Christian ; Prado, Raquel |
Published in: |
Psychometrika. - Springer. - Vol. 79.2014, 1, p. 105-129
|
Publisher: |
Springer |
Subject: | spectral one-way and two-way models | Bayesian nonparametrics | Whittle’s approximation | Bernstein–Dirichlet priors |
-
Bhattacharjee, Arnab, (2007)
-
A class of hazard rate mixtures for combining survival data from different experiments
Lijoi, Antonio, (2013)
-
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Casarin, Roberto, (2015)
- More ...
-
Bayesian non-parametric signal extraction for Gaussian time series
Macaro, Christian, (2010)
-
The Impact of Vintage on the Persistence of Gross Domestic Product Shocks
Macaro, Christian, (2007)
-
The impact of vintage on the persistence of gross domestic product shocks
Macaro, Christian, (2008)
- More ...