A simple class of Bayesian nonparametric autoregression models
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Publication:907984
DOI10.1214/13-BA803zbMath1329.62376WikidataQ35679939 ScholiaQ35679939MaRDI QIDQ907984
Alessandra Guglielmi, Fernando A. Quintana, Peter Mueller, Maria Anna Di Lucca
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1362406652
longitudinal data; latent variables; binary data; hierarchical Bayesian model; dependent Dirichlet process
62G08: Nonparametric regression and quantile regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
60G57: Random measures
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