Bayesian nonparametric vector autoregressive models
type: Item
instance of: scholarly article
title: Bayesian nonparametric vector autoregressive models
zbMATH Open document ID: 1386.62075
author: Maria Kalli
author: J. E. Griffin
published in: Journal of Econometrics
publication date: 2018-03-22T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6852114
zbMATH Keywords: vector autoregressive models
zbMATH Keywords: Dirichlet process prior
zbMATH Keywords: infinite mixtures
zbMATH Keywords: Markov chain Monte Carlo
describes a project that uses: bvarsv
MaRDI profile type: Publication
full work available at URL: j.jeconom.2017.11.009
OpenAlex ID: W3123925750
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DOI: 10.1016/J.JECONOM.2017.11.009
description: scientific article; zbMATH DE number 6852114