AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series

Michael Bertolacci, Ori Rosen, Edward Cripps, Sally Cripps. AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series. J. Comput. Graph. Stat., 31(1):436-454, January 2022. [doi]

Abstract

Abstract is missing.