Bayesian nonparametric vector autoregressive models (Q1706488)
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scientific article; zbMATH DE number 6852114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian nonparametric vector autoregressive models |
scientific article; zbMATH DE number 6852114 |
Statements
Bayesian nonparametric vector autoregressive models (English)
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22 March 2018
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vector autoregressive models
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Dirichlet process prior
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infinite mixtures
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Markov chain Monte Carlo
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