acvBlockMatrix

<p>Build an nd times nd Block Toeplitz matrix from the
(d times d) autocovariances gamma(0),...,gamma(n-1)</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>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <doi:10.48550/arXiv.2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Renate Meyer

beyondWhittle

Bayesian Spectral Inference for Time Series

Alexander Meier

Claudia Kirch

Matthew C. Edwards

Yifu Tang

acvBlockMatrix function

Build an nd times nd Block Toeplitz matrix from the
(d times d) autocovariances gamma(0),...,gamma(n-1) — acvBlockMatrix

Build an nd times nd Block Toeplitz matrix from the
(d times d) autocovariances gamma(0),...,gamma(n-1)

acvBlockMatrix: Build an nd times nd Block Toeplitz matrix from the (d times d) autocovariances gamma(0),...,gamma(n-1)

Description

Usage

Arguments