Pages that link to "Item:Q5962471"

The following pages link to Markov switching Dirichlet process mixture regression (Q5962471):

Displayed 9 items.

• Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570) ‎ (← links)
• Reinforced urn processes for credit risk models (Q473338) ‎ (← links)
• Stick-breaking autoregressive processes (Q737918) ‎ (← links)
• Computational challenges and temporal dependence in Bayesian nonparametric models (Q1663607) ‎ (← links)
• Bayesian nonparametric sparse VAR models (Q2323368) ‎ (← links)
• Joint reconstruction and prediction\break of random dynamical systems under\break borrowing of strength (Q4627644) ‎ (← links)
• An application of Bayesian growth mixture modelling to estimate infection incidences from repeated serological tests (Q4970974) ‎ (← links)
• Bayesian nonparametric density autoregression with lag selection (Q6121984) ‎ (← links)
• Bayesian Nonparametric Panel Markov-Switching GARCH Models (Q6150355) ‎ (← links)