Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262)

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Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
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    Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (English)
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    28 March 2022
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    data augmentation
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    drawable vine
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    heteroscedasticity
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    multivariate ordinal and mixed time series
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    sparse variational approximation
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    stochastic gradient ascent
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