Hierarchical Shrinkage in Time‐Varying Parameter Models (Q4687492)
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scientific article; zbMATH DE number 6952407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical Shrinkage in Time‐Varying Parameter Models |
scientific article; zbMATH DE number 6952407 |
Statements
Hierarchical Shrinkage in Time‐Varying Parameter Models (English)
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12 October 2018
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hierarchical prior
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Bayesian Lasso
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inflation
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