Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355)

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Flexible Bayesian dynamic modeling of correlation and covariance matrices
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    Flexible Bayesian dynamic modeling of correlation and covariance matrices (English)
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    6 December 2021
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    dynamic covariance modeling
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    spatio-temporal models
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    geometric methods
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    posterior contraction
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    \( \Delta \)-spherical Hamiltonian Monte Carlo
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