Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Flexible Bayesian dynamic modeling of correlation and covariance matrices |
scientific article |
Statements
Flexible Bayesian dynamic modeling of correlation and covariance matrices (English)
0 references
6 December 2021
0 references
dynamic covariance modeling
0 references
spatio-temporal models
0 references
geometric methods
0 references
posterior contraction
0 references
\( \Delta \)-spherical Hamiltonian Monte Carlo
0 references