A Bayesian non-parametric dynamic AR model for multiple time series analysis (Q2817314)
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scientific article; zbMATH DE number 6620536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian non-parametric dynamic AR model for multiple time series analysis |
scientific article; zbMATH DE number 6620536 |
Statements
30 August 2016
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Bayes non-parametrics
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beta process
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latent variables
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dependent Polya tree
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median regression
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time series analysis
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A Bayesian non-parametric dynamic AR model for multiple time series analysis (English)
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