Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics
type: Item
instance of: scholarly article
title: Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics
zbMATH Open document ID: 1396.62058
author: Maria Kalli
author: J. E. Griffin
author: M. F. J. Steel
published in: Statistical Methods and Applications
publication date: 2018-08-21T00:00:00Z
full work available at URL: Discussion final.pdf
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6921678
zbMATH Keywords: Dirichlet process
zbMATH Keywords: normalized random measures with independent increments
zbMATH Keywords: volatility
zbMATH Keywords: infinite mixture model
zbMATH Keywords: interest rates
zbMATH Keywords: portfolio allocation
zbMATH Keywords: long memory
zbMATH Keywords: time series
describes a project that uses: bvarsv
MaRDI profile type: Publication
OpenAlex ID: W2736296538
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DOI: 10.1007/S10260-017-0384-0
description: scientific article; zbMATH DE number 6921678