Bayesian nonparametric vector autoregressive models (Q1706488)
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scientific article; zbMATH DE number 6852114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian nonparametric vector autoregressive models |
scientific article; zbMATH DE number 6852114 |
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Bayesian nonparametric vector autoregressive models (English)
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22 March 2018
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vector autoregressive models
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Dirichlet process prior
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infinite mixtures
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Markov chain Monte Carlo
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0.8675514459609985
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0.8477974534034729
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0.8179386854171753
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0.8095419406890869
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0.7977712750434875
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