A Bayesian nonparametric approach to modeling market share dynamics

DOI10.3150/11-BEJ392zbMath1288.62042arXiv1302.0115MaRDI QIDQ1940749

Igor Prünster, Matteo Ruggiero

Publication date: 7 March 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.0115

zbMATH Keywords

Bayesian nonparametricsGibbs samplerparticle systemmarket dynamicsspecies sampling modelsinteracting Fleming-Viot processesinteracting Pòlya urns

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Nonparametric estimation (62G05) Bayesian inference (62F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57)

Related Items (3)

Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective ⋮ Bayesian functional forecasting with locally-autoregressive dependent processes ⋮ The dependent Dirichlet process and related models

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