A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836)

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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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