A simple class of Bayesian nonparametric autoregression models

DOI10.1214/13-BA803zbMath1329.62376WikidataQ35679939 ScholiaQ35679939MaRDI QIDQ907984

Fernando A. Quintana, Alessandra Guglielmi, Maria Anna Di Lucca, Peter Mueller

Publication date: 2 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1362406652

zbMATH Keywords

longitudinal data; latent variables; binary data; hierarchical Bayesian model; dependent Dirichlet process

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F15: Bayesian inference

60G57: Random measures

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