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

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Latest revision as of 05:10, 11 December 2024

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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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