The application of the NTM method in nonlinear Bayesian dynamic models

MaRDI QIDQ3614247zbMATH OpenFDO

Authors Ruzhao Gao, Pingrong Bian, Yancai Zhao

Publication date 6 March 2009

zbMATH Keywords

recursive formulationnumerical character of variables

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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(2)

• A Bayesian nonparametric study of a dynamic nonlinear model
• Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model

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