Bayesian mixture of autoregressive models (Q1023925)

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Language	Label	Description	Also known as
English	Bayesian mixture of autoregressive models	scientific article

Statements

scholarly article

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Bayesian mixture of autoregressive models (English)

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Computational Statistics and Data Analysis

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publication date

16 June 2009

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2008.06.001

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Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems

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Existence of Finite Invariant Measures for Markov Processes

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Ferguson distributions via Polya urn schemes

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Bayesian Inference for Gene Expression and Proteomics

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Estimating Normal Means with a Dirichlet Process Prior

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Bayesian Density Estimation and Inference Using Mixtures

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A Bayesian analysis of some nonparametric problems

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Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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Modelling Heterogeneity With and Without the Dirichlet Process

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Gibbs Sampling Methods for Stick-Breaking Priors

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Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages

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Sequential Imputations and Bayesian Missing Data Problems

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Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models

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Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors

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Nonparametric hierarchical Bayes via sequential imputations

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On a class of Bayesian nonparametric estimates: I. Density estimates

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Estimating normal means with a conjugate style dirichlet process prior

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BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER

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A Survey of Recent Advances in Hierarchical Clustering Algorithms

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Miscellanea. Time series with additive noise

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A Full Bayesian Non‐parametric Analysis Involving a Neutral to the Right Process

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On a Mixture Autoregressive Model

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On a logistic mixture autoregressive model

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On a Mixture Autoregressive Conditional Heteroscedastic Model

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Identifiers

zbMATH Open document ID

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10.1016/j.csda.2008.06.001

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1023925

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