Bayesian nonparametric sparse VAR models (Q2323368)

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Bayesian nonparametric sparse VAR models
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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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