Bayesian nonparametric vector autoregressive models (Q1706488)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian nonparametric vector autoregressive models |
scientific article |
Statements
Bayesian nonparametric vector autoregressive models (English)
0 references
22 March 2018
0 references
vector autoregressive models
0 references
Dirichlet process prior
0 references
infinite mixtures
0 references
Markov chain Monte Carlo
0 references
0 references
0 references
