A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
DOI10.1016/J.CSDA.2006.06.020zbMATH Open1162.62332OpenAlexW2079626203MaRDI QIDQ1020103FDOQ1020103
Authors: Yongqiang Tang, Subhashis Ghosal 
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.06.020
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Cited In (11)
- A nonparametric model for stationary time series
- A simple class of Bayesian nonparametric autoregression models
- Posterior consistency in conditional density estimation by covariate dependent mixtures
- Adaptive Bayesian estimation of conditional densities
- A Bayesian nonparametric Markovian model for non-stationary time series
- Stationary Autoregressive Models via a Bayesian Nonparametric Approach
- A Bayesian conditional autoregressive geometric process model for range data
- A Bayesian nonparametric study of a dynamic nonlinear model
- Posterior consistency in conditional distribution estimation
- A frequentist approach to Bayesian asymptotics
- Bayesian nonparametric density autoregression with lag selection
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