Bayesian nonparametric estimation of the spectral density of a long or intermediate memory gaussian process

Annals of Statistics

Volumn 40, Issue 2, 2012, Pages 964-995

  Rousseau, Judith ^a   Chopin, Nicolas ^a   Liseo, Brunero ^b  

^a CREST   (France)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Bayesian nonparametric; Consistency; FEXP priors; Gaussian long memory processes; Rates of convergence

Indexed keywords

EID: 84872066330     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS955     Document Type: Article

References (25)

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