Semiparametric multivariate and multiple change-point modeling (Q2316981)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric multivariate and multiple change-point modeling |
scientific article |
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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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