Stick-breaking autoregressive processes
type: Item
instance of: scholarly article
title: Stick-breaking autoregressive processes
zbMATH Open document ID: 1441.62709
author: J. E. Griffin
author: M. F. J. Steel
published in: Journal of Econometrics
publication date: 2016-08-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6616527
zbMATH Keywords: Bayesian nonparametrics
zbMATH Keywords: Dirichlet process
zbMATH Keywords: Poisson-Dirichlet process
zbMATH Keywords: time-dependent nonparametrics
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.03.001
OpenAlex ID: W2128981691
cites work: Hierarchical Bayesian Analysis of Changepoint Problems
cites work: Additive cubic spline regression with Dirichlet process mixture errors
cites work: Semiparametric Bayes analysis of longitudinal data treatment models
cites work: An ANOVA Model for Dependent Random Measures
cites work: Bayesian dynamic modeling of latent trait distributions
cites work: Bayesian Density Regression
cites work: Smoothly mixing regressions
cites work: Semiparametric Bayesian inference for stochastic frontier models
cites work: Order-Based Dependent Dirichlet Processes
cites work: Semiparametric Bayesian Inference in Autoregressive Panel Data Models
cites work: Gibbs Sampling Methods for Stick-Breaking Priors
cites work: Q3580431
cites work: Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models
cites work: Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
cites work: Posterior Analysis for Normalized Random Measures with Independent Increments
cites work: Bayesian semiparametric stochastic volatility modeling
cites work: Monte Carlo strategies in scientific computing
cites work: On a class of Bayesian nonparametric estimates: I. Density estimates
cites work: Nonparametric Bayesian data analysis
cites work: A Method for Combining Inference Across Related Nonparametric Bayesian Models
cites work: Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
cites work: The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator
cites work: Bayesian dynamic density estimation
cites work: Markov switching Dirichlet process mixture regression
cites work: Bayesian Nonparametric Inference for Random Distributions and Related Functions
DOI: 10.1016/J.JECONOM.2011.03.001
description: scientific article; zbMATH DE number 6616527