qpsd_dw

<p>Evaluation of normalized time-varying spectral density function (based on posterior samples)</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

qpsd_dw function

Evaluation of normalized time-varying spectral density function (based on posterior samples) — qpsd_dw

Evaluation of normalized time-varying spectral density function (based on posterior samples)

qpsd_dw: Evaluation of normalized time-varying spectral density function (based on posterior samples)

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Arguments