Discussion of ``Nonparametric Bayesian inference in applications: Bayesian nonparametric methods in econometrics

DOI10.1007/S10260-017-0384-0zbMATH Open1396.62058OpenAlexW2736296538MaRDI QIDQ1663604FDOQ1663604

J. E. Griffin, M. F. J. Steel, Maria Kalli

Publication date: 21 August 2018

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/62600/1/Discussion_final.pdf

zbMATH Keywords

time seriesDirichlet processlong memoryvolatilityinterest ratesportfolio allocationnormalized random measures with independent incrementsinfinite mixture model

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
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• Bayesian semiparametric modeling of realized covariance matrices

Cited In (1)

• Discussion of: ``Bayesian models and methods in public policy and government settings by S.E. Fienberg

Uses Software

• bvarsv

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