activity
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

collaborators
Showing 2018 · stat.MEShow all

1 paper · 2 filters

stat.ME2018

Bayesian Nonparametric Analysis of Multivariate Time Series: A Matrix Gamma Process Approach

Alexander Meier, Claudia Kirch, Renate Meyer

While there is an increasing amount of literature about Bayesian time series analysis, only a few Bayesian nonparametric approaches to multivariate time series exist. Most methods…