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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| English | 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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