A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series.
Yixuan LiuClaudia KirchJeong Eun LeeRenate MeyerPublished in: Comput. Stat. Data Anal. (2024)
Keyphrases
- spectral analysis
- multivariate time series
- autoregressive
- maximum likelihood
- multivariate time series data
- temporal data
- bayesian networks
- non stationary
- filter bank
- spatial structure
- categorical data
- temporal patterns
- random fields
- sar images
- machine learning
- gray level
- parameter estimation
- em algorithm
- natural images
- edge detection
- higher order
- face recognition