Stick-breaking autoregressive processes
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Publication:737918
DOI10.1016/j.jeconom.2011.03.001zbMath1441.62709OpenAlexW2128981691MaRDI QIDQ737918
Jim E. Griffin, Mark F. J. Steel
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.03.001
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Bayesian inference (62F15)
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