beyondWhittle

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) , A. Meier (2018) and Y. Tang et al (2023) . It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

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