Bayesian nonparametric vector autoregressive models (Q1706488): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2017.11.009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123925750 / rank
 
Normal rank

Revision as of 19:54, 19 March 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
    0 references
    0 references
    22 March 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    vector autoregressive models
    0 references
    Dirichlet process prior
    0 references
    infinite mixtures
    0 references
    Markov chain Monte Carlo
    0 references
    0 references