Bayesian nonparametric density autoregression with lag selection
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Publication:6121984
DOI10.1214/21-ba1296arXiv2003.09759MaRDI QIDQ6121984
Athanasios Kottas, Matthew Heiner
Publication date: 27 February 2024
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.09759
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