Bayesian nonparametric sparse VAR models (Q2323368)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian nonparametric sparse VAR models |
scientific article |
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Bayesian nonparametric sparse VAR models (English)
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2 September 2019
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Bayesian nonparametrics
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Bayesian model selection
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connectedness
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large vector autoregression
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multilayer networks
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network communities
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shrinkage
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