Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349): Difference between revisions
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Revision as of 21:08, 28 February 2024
scientific article
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English | Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors |
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (English)
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30 April 2019
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Bayesian nonparametric analysis
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change points
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Dirichlet process
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hierarchical priors
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mutual fund performance
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