Semiparametric multivariate and multiple change-point modeling (Q2316981)

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Semiparametric multivariate and multiple change-point modeling
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    Semiparametric multivariate and multiple change-point modeling (English)
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    7 August 2019
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    Bayesian semiparametric inference
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    Dirichlet process mixture
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    heterogeneous transition matrices
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    interest rates
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