Semiparametric multivariate and multiple change-point modeling (Q2316981)
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scientific article; zbMATH DE number 7089624
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Semiparametric multivariate and multiple change-point modeling |
scientific article; zbMATH DE number 7089624 |
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Semiparametric multivariate and multiple change-point modeling (English)
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7 August 2019
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Bayesian semiparametric inference
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Dirichlet process mixture
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heterogeneous transition matrices
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interest rates
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0.8409367203712463
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0.8105195760726929
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0.8034998774528503
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0.787101149559021
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