High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502)
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scientific article; zbMATH DE number 7098385
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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