llike_AR

<p>Time domain AR(p) likelihood for nuisance/noise time series</p>

internal

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126> and A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470>. 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

llike_AR function

Time domain AR(p) likelihood for nuisance/noise time series — llike_AR

Time domain AR(p) likelihood for nuisance/noise time series

llike_AR: Time domain AR(p) likelihood for nuisance/noise time series

Description

Usage

Arguments