Discussion of ``Nonparametric Bayesian inference in applications: Bayesian nonparametric methods in econometrics
DOI10.1007/S10260-017-0384-0zbMath1396.62058OpenAlexW2736296538MaRDI QIDQ1663604
Maria Kalli, Jim E. Griffin, Mark F. J. Steel
Publication date: 21 August 2018
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/62600/1/Discussion_final.pdf
time seriesinterest rateslong memoryDirichlet processvolatilityportfolio allocationnormalized random measures with independent incrementsinfinite mixture model
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Bayesian inference (62F15) Economic time series analysis (91B84)
Uses Software
Cites Work
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