A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities

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A nonparametric model for stationary time series
A simple class of Bayesian nonparametric autoregression models
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A Bayesian nonparametric Markovian model for non-stationary time series
A Bayesian conditional autoregressive geometric process model for range data
Stationary Autoregressive Models via a Bayesian Nonparametric Approach
A Bayesian nonparametric study of a dynamic nonlinear model
Posterior consistency in conditional distribution estimation
Kernel-based hidden Markov conditional densities
A frequentist approach to Bayesian asymptotics
Bayesian nonparametric density autoregression with lag selection

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