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A Bayesian nonparametric study of a dynamic nonlinear model

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.
Year of publication:
2009
Authors: Hatjispyros, Spyridon J. ; Nicoleris, Theodoros ; Walker, Stephen G.
Published in:
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 53.2009, 12, p. 3948-3956
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005005970
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