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• W2086225851 abstract "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 use Whittle’s approximation to the likelihood function and follow a Bayesian non-parametric approach to obtain posterior inference on the spectral densities based on Bernstein–Dirichlet prior distributions. The prior is strategically important as it carries identifiability conditions for the models and allows us to quantify our degree of confidence in such conditions. A Markov chain Monte Carlo (MCMC) algorithm for posterior inference within this class of frequency-domain models is presented. We illustrate the approach by analyzing simulated and real data via spectral one-way and two-way models. In particular, we present an analysis of functional magnetic resonance imaging (fMRI) brain responses measured in individuals who participated in a designed experiment to study pain perception in humans." @default.
• W2086225851 created "2016-06-24" @default.
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• W2086225851 date "2013-10-24" @default.
• W2086225851 modified "2023-10-16" @default.
• W2086225851 title "Spectral Decompositions of Multiple Time Series: A Bayesian Non-parametric Approach" @default.
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• W2086225851 doi "https://doi.org/10.1007/s11336-013-9354-0" @default.
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