A Bayesian Non-Parametric Dynamic AR Model for Multiple Time Series Analysis (Q2817314)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian Non-Parametric Dynamic AR Model for Multiple Time Series Analysis |
scientific article |
Statements
A Bayesian Non-Parametric Dynamic AR Model for Multiple Time Series Analysis (English)
0 references
30 August 2016
0 references
Bayes non-parametrics
0 references
beta process
0 references
latent variables
0 references
dependent Polya tree
0 references
median regression
0 references
time series analysis
0 references
0 references
