Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604)

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Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics
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    Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (English)
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    21 August 2018
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    Dirichlet process
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    normalized random measures with independent increments
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    volatility
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    infinite mixture model
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    interest rates
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    portfolio allocation
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    long memory
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    time series
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