A simple class of Bayesian nonparametric autoregression models
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Publication:907984
DOI10.1214/13-BA803zbMath1329.62376OpenAlexW2006704853WikidataQ35679939 ScholiaQ35679939MaRDI QIDQ907984
Fernando A. Quintana, Alessandra Guglielmi, Maria Anna Di Lucca, Peter Mueller
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1362406652
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Random measures (60G57)
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