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20172021
most citedAdaptive Bayesian Spectral Analysis of High-dimensional Nonstationary Time Series

1 citations · 2 across the 4 of their papers we have counts for

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stat.ME2017

Adaptive Bayesian Power Spectrum Analysis of Multivariate Nonstationary Time Series

Zeda Li, Robert T. Krafty

This article introduces a nonparametric approach to multivariate time-varying power spectrum analysis. The procedure adaptively partitions a time series into an unknown number of a…