A Bayesian nonparametric approach to modeling market share dynamics
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Publication:1940749
DOI10.3150/11-BEJ392zbMath1288.62042arXiv1302.0115MaRDI QIDQ1940749
Igor Prünster, Matteo Ruggiero
Publication date: 7 March 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.0115
Bayesian nonparametrics; Gibbs sampler; particle system; market dynamics; species sampling models; interacting Fleming-Viot processes; interacting Pòlya urns
62P20: Applications of statistics to economics
91G70: Statistical methods; risk measures
62G05: Nonparametric estimation
62F15: Bayesian inference
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60G57: Random measures
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