Aix-Marseille Université
Institut de Mathématiques de Marseille (I2M) - UMR 7373 Site Saint-Charles : 3 place Victor Hugo, Case 19, 13331 Marseille Cedex 3 Site Luminy : Campus de Luminy - Case 907 - 13288 Marseille Cedex 9
In multivariate time series analysis, non-degenerate autocovariance and spectral density matrices are necessarily Hermitian and positive definite and it is important to preserve these properties [...]
Priors play a key role in Bayesian modelling, computation and inference. There is interest in the formulation of so-called uninformative or weakly informative priors, which [...]