Bayesian point estimation of the cointegration space (Q278200): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number: 6575920 / rank | |||
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Bayesian inference | |||
| Property / zbMATH Keywords: Bayesian inference / rank | |||
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cointegration analysis | |||
| Property / zbMATH Keywords: cointegration analysis / rank | |||
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estimation | |||
| Property / zbMATH Keywords: estimation / rank | |||
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Grassman manifold | |||
| Property / zbMATH Keywords: Grassman manifold / rank | |||
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subspaces | |||
| Property / zbMATH Keywords: subspaces / rank | |||
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Revision as of 17:58, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian point estimation of the cointegration space |
scientific article |
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Bayesian point estimation of the cointegration space (English)
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2 May 2016
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Bayesian inference
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cointegration analysis
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estimation
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Grassman manifold
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subspaces
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