Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349)
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scientific article; zbMATH DE number 7049095
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| English | Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors |
scientific article; zbMATH DE number 7049095 |
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (English)
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30 April 2019
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Bayesian nonparametric analysis
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change points
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Dirichlet process
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hierarchical priors
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mutual fund performance
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0.7847434282302856
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0.7715179324150085
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0.7447655200958252
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0.737332284450531
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