Pages that link to "Item:Q737918"
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The following pages link to Stick-breaking autoregressive processes (Q737918):
Displaying 35 items.
- Dynamic density estimation with diffusive Dirichlet mixtures (Q265276) (← links)
- Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective (Q309573) (← links)
- Predictive construction of priors in Bayesian nonparametrics (Q447985) (← links)
- Beta-product dependent Pitman-Yor processes for Bayesian inference (Q469570) (← links)
- Reinforced urn processes for credit risk models (Q473338) (← links)
- Expert information and nonparametric Bayesian inference of rare events (Q516475) (← links)
- Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling (Q546107) (← links)
- Tractable Bayesian density regression via logit stick-breaking priors (Q826968) (← links)
- Bayesian temporal density estimation with autoregressive species sampling models (Q1657858) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Computational challenges and temporal dependence in Bayesian nonparametric models (Q1663607) (← links)
- Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
- A Bayesian nonparametric approach to modeling market share dynamics (Q1940749) (← links)
- Predictive inference with Fleming-Viot-driven dependent Dirichlet processes (Q2057319) (← links)
- The dependent Dirichlet process and related models (Q2075788) (← links)
- On the inferential implications of decreasing weight structures in mixture models (Q2181543) (← links)
- A scalable Bayesian nonparametric model for large spatio-temporal data (Q2184402) (← links)
- Hierarchical species sampling models (Q2226710) (← links)
- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (Q2276197) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Marginal likelihood for Markov-switching and change-point GARCH models (Q2512618) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- A Nonparametric Model for Stationary Time Series (Q3466889) (← links)
- A Time‐Series DDP for Functional Proteomics Profiles (Q4649065) (← links)
- Modeling for Dynamic Ordinal Regression Relationships: An Application to Estimating Maturity of Rockfish in California (Q4690928) (← links)
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions (Q4962434) (← links)
- Modeling Multiple Time-Varying Related Groups: A Dynamic Hierarchical Bayesian Approach With an Application to the Health and Retirement Study (Q4999130) (← links)
- A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes (Q5256279) (← links)
- Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
- Generalized spatial stick-breaking processes (Q5867488) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- Bayesian Nonparametric Panel Markov-Switching GARCH Models (Q6150355) (← links)
- Bayesian nonparametric mixture modeling for temporal dynamics of gender stereotypes (Q6179126) (← links)
- A Bayesian Quantile Time Series Model for Asset Returns (Q6620829) (← links)
- A dynamic latent-space model for asset clustering (Q6645246) (← links)
