JOURNAL ARTICLE
Bayesian Nonparametric Vector Autoregressive Models
Year: 2015 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Download Autoregressive model Computer science Bayesian probability Nonparametric statistics Data mining Econometrics Machine learning Artificial intelligence World Wide Web Mathematics
Metrics
8
Cited By
0.00
FWCI (Field Weighted Citation Impact)
71
Refs
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Bayesian Methods and Mixture Models
Physical Sciences → Computer Science → Artificial Intelligence
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Related Documents
JOURNAL ARTICLE
Bayesian nonparametric vector autoregressive models
Journal: Journal of Econometrics Year: 2018 Vol: 203 (2)Pages: 267-282
BOOK-CHAPTER
Bayesian Nonparametric Sparse Vector Autoregressive Models
Monica BillioRoberto CasarinLuca Rossini
Year: 2018 Pages: 155-160
JOURNAL ARTICLE
Robot introspection with Bayesian nonparametric vector autoregressive hidden Markov models
Hongmin WuHongbin LinYisheng GuanKensuke HaradaJuan Rojas
Year: 2017 Vol: 0 Pages: 882-888
JOURNAL ARTICLE
Bayesian Estimates for Vector Autoregressive Models
Journal: Journal of Business and Economic Statistics Year: 2004 Vol: 23 (1)Pages: 105-117
JOURNAL ARTICLE
Stationary Autoregressive Models via a Bayesian Nonparametric Approach
Ramsés H. MenaStephen G. Walker
Journal: Journal of Time Series Analysis Year: 2005 Vol: 26 (6)Pages: 789-805