Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: bfa / rank | |||
Normal rank |
Revision as of 19:02, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series |
scientific article |
Statements
Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (English)
0 references
28 March 2022
0 references
data augmentation
0 references
drawable vine
0 references
heteroscedasticity
0 references
multivariate ordinal and mixed time series
0 references
sparse variational approximation
0 references
stochastic gradient ascent
0 references