scientific article
From MaRDI portal
Publication:2934046
zbMath1319.62191arXiv1210.2022MaRDI QIDQ2934046
Daniele Durante, Bruno Scarpa, David B. Dunson
Publication date: 8 December 2014
Full work available at URL: https://arxiv.org/abs/1210.2022
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic volatilityBayesian nonparametricsmultivariate time seriesnested Gaussian processlocally varying smoothness
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
Related Items (2)
Bayesian dynamic financial networks with time-varying predictors ⋮ Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
This page was built for publication:
