dtex.kurt

<p>Density of t-distribution in terms of excess kurtosis</p>

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Implementations of a Bayesian parametric (autoregressive), a Bayesian nonparametric (Whittle likelihood with Bernstein-Dirichlet prior) and a Bayesian semiparametric (autoregressive likelihood with Bernstein-Dirichlet correction) procedure are provided. The work is based on the corrected parametric likelihood by C. Kirch et al (2017) <arXiv:1701.04846>. It was supported by DFG grant KI 1443/3-1.

Alexander Meier

beyondWhittle

Bayesian Spectral Inference for Stationary Time Series

Claudia Kirch

Matthew C. Edwards

Renate Meyer

dtex.kurt function

Density of t-distribution in terms of excess kurtosis — dtex.kurt

Density of t-distribution in terms of excess kurtosis

dtex.kurt: Density of t-distribution in terms of excess kurtosis

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