Bayesian nonparametric vector autoregressive models (Q1706488): Difference between revisions
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scientific article
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English | Bayesian nonparametric vector autoregressive models |
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Bayesian nonparametric vector autoregressive models (English)
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22 March 2018
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vector autoregressive models
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Dirichlet process prior
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infinite mixtures
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Markov chain Monte Carlo
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