A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836)
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English | A Bayesian nonparametric Markovian model for non-stationary time series |
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A Bayesian nonparametric Markovian model for non-stationary time series (English)
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7 March 2018
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autoregressive models
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Bayesian nonparametrics
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Dirichlet process mixtures
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Markov chain Monte Carlo
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non-stationarity
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time series
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