A Bayesian nonparametric approach to modeling market share dynamics

DOI10.3150/11-BEJ392zbMath1288.62042arXiv1302.0115MaRDI QIDQ1940749

Igor Prünster, Matteo Ruggiero

Publication date: 7 March 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.0115

zbMATH Keywords

Bayesian nonparametrics; Gibbs sampler; particle system; market dynamics; species sampling models; interacting Fleming-Viot processes; interacting Pòlya urns

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91G70: Statistical methods; risk measures

62G05: Nonparametric estimation

62F15: Bayesian inference

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60G57: Random measures

Related Items

Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective, The dependent Dirichlet process and related models, Bayesian functional forecasting with locally-autoregressive dependent processes

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