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

DOI10.1007/s10260-017-0384-0zbMath1396.62058OpenAlexW2736296538MaRDI QIDQ1663604

Maria Kalli, Jim E. Griffin, Mark F. J. Steel

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 seriesinterest rateslong memoryDirichlet processvolatilityportfolio allocationnormalized random measures with independent incrementsinfinite mixture model

Mathematics Subject Classification ID

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

Uses Software

• bvarsv

Cites Work

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