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Volumn 53, Issue 12, 2009, Pages 3948-3956

A Bayesian nonparametric study of a dynamic nonlinear model

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE ERRORS; BAYESIAN; LOGISTIC MODELS; MIXTURE MODEL; NON-LINEAR MODEL; NON-PARAMETRIC; NON-PARAMETRIC STUDIES; NONLINEAR DYNAMIC MODELS; NONPARAMETRIC APPROACHES;

EID: 69449093403     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.05.009     Document Type: Article
Times cited : (8)

References (17)
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    • Ishwaran, H.1    James, L.F.2
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    • Parameter estimation for random dynamical systems using slice sampling
    • Hatjispyros S.J., Nicoleris T., and Walker S.G. Parameter estimation for random dynamical systems using slice sampling. Physica A 381 (2007) 71-81
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    • Hatjispyros, S.J.1    Nicoleris, T.2    Walker, S.G.3
  • 7
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    • A random dynamical system model of a stylized equity market
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    • A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.