Bayesian nonparametric vector autoregressive models (Q1706488): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.jeconom.2017.11.009 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.JECONOM.2017.11.009 / rank | |||
Normal rank |
Latest revision as of 05:10, 11 December 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
0 references
0 references