Semiparametric multivariate and multiple change-point modeling (Q2316981)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Semiparametric multivariate and multiple change-point modeling
scientific article

    Statements

    Semiparametric multivariate and multiple change-point modeling (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    7 August 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian semiparametric inference
    0 references
    Dirichlet process mixture
    0 references
    heterogeneous transition matrices
    0 references
    interest rates
    0 references