Bayesian nonparametric vector autoregressive models (Q1706488): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: bvarsv / rank | |||
Normal rank |
Revision as of 13:05, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian nonparametric vector autoregressive models |
scientific article |
Statements
Bayesian nonparametric vector autoregressive models (English)
0 references
22 March 2018
0 references
vector autoregressive models
0 references
Dirichlet process prior
0 references
infinite mixtures
0 references
Markov chain Monte Carlo
0 references