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20172024
most citedBeyond Whittle: Nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis

3 citations · 3 across the 3 of their papers we have counts for

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math.ST2024

Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations

Claudia Kirch, Alexander Meier, Renate Meyer +1

This paper considers a semiparametric approach within the general Bayesian linear model where the innovations consist of a stationary, mean zero Gaussian time series. While a param…