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06/08/2023
A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
This paper presents a novel approach to Bayesian nonparametric spectral ...
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03/21/2023
Bayesian nonparametric spectral analysis of locally stationary processes
Based on a novel dynamic Whittle likelihood approximation for locally st...
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03/01/2021
Posterior consistency for the spectral density of non-Gaussian stationary time series
Various nonparametric approaches for Bayesian spectral density estimatio...
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09/22/2020
Computational Techniques for Parameter Estimation of Gravitational Wave Signals
Since the very first detection of gravitational waves from the coalescen...
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05/06/2019
Spectral density estimation using P-spline priors
This article proposes a Bayesian approach to estimating the spectral den...
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11/26/2018
Bayesian Nonparametric Analysis of Multivariate Time Series: A Matrix Gamma Process Approach
While there is an increasing amount of literature about Bayesian time se...
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07/16/2017