A Bayesian nonparametric study of a dynamic nonlinear model

Spyridon J. Hatjispyros, Theodoros Nicoleris and Stephen G. Walker

Computational Statistics & Data Analysis, 2009, vol. 53, issue 12, 3948-3956

Abstract: A Bayesian nonparametric approach to modeling a nonlinear dynamic model is presented. New techniques for sampling infinite mixture models are used. The inference procedure specifically in the case of the logistic model and when the nonparametric component is applied to the additive errors is demonstrated.

Date: 2009
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Citations: View citations in EconPapers (3)

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