Loading...
A Simple Class of Bayesian Nonparametric Autoregression Models
We introduce a model for a time series of continuous outcomes, that can be expressed as fully nonparametric regression or density regression on lagged terms. The model is based on a dependent Dirichlet process prior on a family of random probability measures indexed by the lagged covariates. The app...
Na minha lista:
| Udgivet i: | Bayesian Anal |
|---|---|
| Main Authors: | , , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2013
|
| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4454430/ https://ncbi.nlm.nih.gov/pubmed/26052373 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-BA803 |
| Tags: |
Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!
|