FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1807453861> ?p ?o ?g. }

• W1807453861 abstract "A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(lambda)$ can be written as $f(lambda)=|lambda|^{-2d}g(|lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is continuous and positive. We propose a novel Bayesian nonparametric approach for the estimation of the spectral density of such processes. We prove posterior consistency for both $d$ and $g$, under appropriate conditions on the prior distribution. We establish the rate of convergence for a general class of priors and apply our results to the family of fractionally exponential priors. Our approach is based on the true likelihood and does not resort to Whittle's approximation." @default.
• W1807453861 created "2016-06-24" @default.
• W1807453861 creator A5049392160 @default.
• W1807453861 creator A5054046209 @default.
• W1807453861 creator A5079569621 @default.
• W1807453861 date "2012-04-01" @default.
• W1807453861 modified "2023-10-13" @default.
• W1807453861 title "Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process" @default.
• W1807453861 cites W1521091353 @default.
• W1807453861 cites W1524622012 @default.
• W1807453861 cites W1973694910 @default.
• W1807453861 cites W1986372184 @default.
• W1807453861 cites W2006681603 @default.
• W1807453861 cites W2012886047 @default.
• W1807453861 cites W2027851039 @default.
• W1807453861 cites W2031753087 @default.
• W1807453861 cites W2051347137 @default.
• W1807453861 cites W2062532221 @default.
• W1807453861 cites W2063827883 @default.
• W1807453861 cites W2065541420 @default.
• W1807453861 cites W2084879996 @default.
• W1807453861 cites W2249366192 @default.
• W1807453861 cites W3104051756 @default.
• W1807453861 cites W3122522844 @default.
• W1807453861 cites W3125525428 @default.
• W1807453861 cites W4251238138 @default.
• W1807453861 doi "https://doi.org/10.1214/11-aos955" @default.
• W1807453861 hasPublicationYear "2012" @default.
• W1807453861 type Work @default.
• W1807453861 sameAs 1807453861 @default.
• W1807453861 citedByCount "13" @default.
• W1807453861 countsByYear W18074538612012 @default.
• W1807453861 countsByYear W18074538612013 @default.
• W1807453861 countsByYear W18074538612015 @default.
• W1807453861 countsByYear W18074538612016 @default.
• W1807453861 countsByYear W18074538612018 @default.
• W1807453861 countsByYear W18074538612019 @default.
• W1807453861 countsByYear W18074538612021 @default.
• W1807453861 crossrefType "journal-article" @default.
• W1807453861 hasAuthorship W1807453861A5049392160 @default.
• W1807453861 hasAuthorship W1807453861A5054046209 @default.
• W1807453861 hasAuthorship W1807453861A5079569621 @default.
• W1807453861 hasBestOaLocation W18074538611 @default.
• W1807453861 hasConcept C102366305 @default.
• W1807453861 hasConcept C105795698 @default.
• W1807453861 hasConcept C107673813 @default.
• W1807453861 hasConcept C118615104 @default.
• W1807453861 hasConcept C120665830 @default.
• W1807453861 hasConcept C121332964 @default.
• W1807453861 hasConcept C127162648 @default.
• W1807453861 hasConcept C159985019 @default.
• W1807453861 hasConcept C163716315 @default.
• W1807453861 hasConcept C177769412 @default.
• W1807453861 hasConcept C185429906 @default.
• W1807453861 hasConcept C189508267 @default.
• W1807453861 hasConcept C192562407 @default.
• W1807453861 hasConcept C204323151 @default.
• W1807453861 hasConcept C26004113 @default.
• W1807453861 hasConcept C2776436953 @default.
• W1807453861 hasConcept C2778113609 @default.
• W1807453861 hasConcept C28826006 @default.
• W1807453861 hasConcept C31258907 @default.
• W1807453861 hasConcept C33923547 @default.
• W1807453861 hasConcept C41008148 @default.
• W1807453861 hasConcept C55974624 @default.
• W1807453861 hasConcept C57869625 @default.
• W1807453861 hasConcept C61326573 @default.
• W1807453861 hasConcept C62520636 @default.
• W1807453861 hasConceptScore W1807453861C102366305 @default.
• W1807453861 hasConceptScore W1807453861C105795698 @default.
• W1807453861 hasConceptScore W1807453861C107673813 @default.
• W1807453861 hasConceptScore W1807453861C118615104 @default.
• W1807453861 hasConceptScore W1807453861C120665830 @default.
• W1807453861 hasConceptScore W1807453861C121332964 @default.
• W1807453861 hasConceptScore W1807453861C127162648 @default.
• W1807453861 hasConceptScore W1807453861C159985019 @default.
• W1807453861 hasConceptScore W1807453861C163716315 @default.
• W1807453861 hasConceptScore W1807453861C177769412 @default.
• W1807453861 hasConceptScore W1807453861C185429906 @default.
• W1807453861 hasConceptScore W1807453861C189508267 @default.
• W1807453861 hasConceptScore W1807453861C192562407 @default.
• W1807453861 hasConceptScore W1807453861C204323151 @default.
• W1807453861 hasConceptScore W1807453861C26004113 @default.
• W1807453861 hasConceptScore W1807453861C2776436953 @default.
• W1807453861 hasConceptScore W1807453861C2778113609 @default.
• W1807453861 hasConceptScore W1807453861C28826006 @default.
• W1807453861 hasConceptScore W1807453861C31258907 @default.
• W1807453861 hasConceptScore W1807453861C33923547 @default.
• W1807453861 hasConceptScore W1807453861C41008148 @default.
• W1807453861 hasConceptScore W1807453861C55974624 @default.
• W1807453861 hasConceptScore W1807453861C57869625 @default.
• W1807453861 hasConceptScore W1807453861C61326573 @default.
• W1807453861 hasConceptScore W1807453861C62520636 @default.
• W1807453861 hasIssue "2" @default.
• W1807453861 hasLocation W18074538611 @default.
• W1807453861 hasLocation W180745386110 @default.
• W1807453861 hasLocation W18074538612 @default.
• W1807453861 hasLocation W18074538613 @default.
• W1807453861 hasLocation W18074538614 @default.
• W1807453861 hasLocation W18074538615 @default.

• next