Pages that link to "Item:Q1703836"
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The following pages link to A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836):
Displaying 12 items.
- Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling (Q546107) (← links)
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
- A Bayesian nonparametric approach to modeling market share dynamics (Q1940749) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009 (Q2802798) (← links)
- A Bayesian non-parametric dynamic AR model for multiple time series analysis (Q2817314) (← links)
- A Nonparametric Model for Stationary Time Series (Q3466889) (← links)
- (Q4363984) (← links)
- Autoregressive density modeling with the Gaussian process mixture transition distribution (Q5063319) (← links)
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion (Q5174357) (← links)
- Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884) (← links)
- Bayesian nonparametric density autoregression with lag selection (Q6121984) (← links)
