Gibbs and autoregressive Markov processes

DOI10.1016/J.SPL.2007.02.015zbMATH Open1135.62072OpenAlexW2078925657MaRDI QIDQ2467382FDOQ2467382

Stephen G. Walker, Luis E. Nieto-Barajas

Publication date: 21 January 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.02.015

zbMATH Keywords

beta distributionGibbs samplergamma distributionDirichlet processLévi process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Title not available (Why is that?)
• A Bayesian analysis of some nonparametric problems
• Convergence of stochastic processes
• Nonparametric Bayes estimators based on beta processes in models for life history data
• Bayesian nonparametrics
• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• A Bayesian nonparametric approach to reliability
• Markov Beta and Gamma Processes for Modelling Hazard Rates

Cited In (4)

• Title not available (Why is that?)
• Markov Processes in Survival Analysis
• Title not available (Why is that?)
• The Gibbs principle for Markov jump processes

Uses Software

• BGPhazard

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