Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach
Under an Elsevier user license
open archive
AMS 2010 subject classifications
primary
62G2
60G57
secondary
60G15
Keywords
Bayesian nonparametrics completely random measures
Spectral density
Stationary multivariate time series
Cited by (0)
© 2019 Elsevier Inc.