Bayesian nonparametric vector autoregressive models (Q1706488)

From MaRDI portal
Revision as of 19:54, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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
    0 references
    0 references
    22 March 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    vector autoregressive models
    0 references
    Dirichlet process prior
    0 references
    infinite mixtures
    0 references
    Markov chain Monte Carlo
    0 references
    0 references