Pages that link to "Item:Q3466889"
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The following pages link to A Nonparametric Model for Stationary Time Series (Q3466889):
Displaying 16 items.
- Calibrating covariate informed product partition models (Q65541) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
- Bayesian consistency for a nonparametric stationary Markov model (Q1740512) (← links)
- Nonparametric model checks for time series (Q1807172) (← links)
- Nonparametric inference for ergodic, stationary time series (Q1922412) (← links)
- An adaptive truncation method for inference in Bayesian nonparametric models (Q2631376) (← links)
- (Q5037983) (← links)
- Autoregressive density modeling with the Gaussian process mixture transition distribution (Q5063319) (← links)
- Dependent Modeling of Temporal Sequences of Random Partitions (Q5084459) (← links)
- A simulation method for finite non-stationary time series (Q5220010) (← links)
- Methods for calculating stationary distribution in linear models of time series (Q5423136) (← links)
- Constructing Stationary Time Series Models Using Auxiliary Variables With Applications (Q5754837) (← links)
- Inter-event Times Statistic in Stationary Processes: Nonlinear ARMA Modeling of Wind Speed Time Series (Q6073641) (← links)
- Bayesian nonparametric density autoregression with lag selection (Q6121984) (← links)
