1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2019★ 1 cited
Adaptive Bayesian Spectral Analysis of High-dimensional Nonstationary Time Series
Zeda Li, Ori Rosen, Fabio Ferrarelli +1
This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-doma…
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…