A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836)
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scientific article; zbMATH DE number 6847958
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Bayesian nonparametric Markovian model for non-stationary time series |
scientific article; zbMATH DE number 6847958 |
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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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0.8613911867141724
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0.8234702348709106
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0.7925651669502258
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0.7849261164665222
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