Dynamic matrix-variate graphical models (Q5965211)

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scientific article; zbMATH DE number 6548580
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Dynamic matrix-variate graphical models
scientific article; zbMATH DE number 6548580

    Statements

    title
    Dynamic matrix-variate graphical models (English)
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    author
    Mike West
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    publication date
    2 March 2016
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    zbMATH Keywords
    Bayesian forecasting
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    dynamic linear models
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    Gaussian graphical models
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    graphical model uncertainty
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    hyper-inverse Wishart distribution
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    portfolio analysis
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    Identifiers

    DOI
    10.1214/07-BA204
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    Mathematics Subject Classification ID
    62A09
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    62M20
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    62F15
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    62P05
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    zbMATH DE Number
    6548580
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