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Spectral Decompositions of Multiple Time Series: A Bayesian Non-parametric Approach
We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2013
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3925306/ https://www.ncbi.nlm.nih.gov/pubmed/24154824 http://dx.doi.org/10.1007/s11336-013-9354-0 |