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Spectral Decompositions of Multiple Time Series: A Bayesian Non-parametric Approach

We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then...

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Detalles Bibliográficos
Autores principales: Macaro, Christian, Prado, Raquel
Formato: Artigo
Lenguaje:Inglês
Publicado: Springer US 2013
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Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC3925306/
https://ncbi.nlm.nih.gov/pubmed/24154824
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11336-013-9354-0
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