A Bayesian non-parametric dynamic AR model for multiple time series analysis (Q2817314)

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scientific article; zbMATH DE number 6620536
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A Bayesian non-parametric dynamic AR model for multiple time series analysis
scientific article; zbMATH DE number 6620536

    Statements

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    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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