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

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scientific article; zbMATH DE number 6921678
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    Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics
    scientific article; zbMATH DE number 6921678

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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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