Geometric Stick-Breaking Processes for Continuous-Time Nonparametric Modeling
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KeywordsBayesian non-parametric inference; continuous time dependent random measure; Markov process; measure-valued process; stationary process; stick-breaking process;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-16 (All new papers)
- NEP-ECM-2010-01-16 (Econometrics)
- NEP-ETS-2010-01-16 (Econometric Time Series)
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