A Bayesian Non-Parametric Dynamic AR Model for Multiple Time Series Analysis
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Publication:2817314
DOI10.1111/jtsa.12182zbMath1396.62215OpenAlexW2497849826MaRDI QIDQ2817314
Luis E. Nieto-Barajas, Fernando A. Quintana
Publication date: 30 August 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12182
latent variablestime series analysisbeta processmedian regressionBayes non-parametricsdependent Polya tree
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15)
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