Stationary mixture transition distribution (MTD) models via predictive distributions

Journal of Statistical Planning and Inference

Volumn 137, Issue 10, 2007, Pages 3103-3112

  Mena, Ramsés H ^a,b   Walker, Stephen G ^a,b  

^a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

^b UNIVERSITY OF KENT   (United Kingdom)

Author keywords

AR model; Bayesian non parametrics; MTD models; Random probability measure; Stationary process

Indexed keywords

EID: 33846227793     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2006.05.018     Document Type: Article

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