High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502): Difference between revisions

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Latest revision as of 06:34, 20 July 2024

scientific article; zbMATH DE number 7098385
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English
High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models
scientific article; zbMATH DE number 7098385

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    High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (English)
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    27 August 2019
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    Bayesian lasso
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    posterior consistency
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    shrinkage prior
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    vector autoregressive models
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