Bayesian nonparametric sparse VAR models (Q2323368)

From MaRDI portal
Revision as of 05:15, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Bayesian nonparametric sparse VAR models
scientific article

    Statements

    Bayesian nonparametric sparse VAR models (English)
    0 references
    0 references
    0 references
    0 references
    2 September 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian nonparametrics
    0 references
    Bayesian model selection
    0 references
    connectedness
    0 references
    large vector autoregression
    0 references
    multilayer networks
    0 references
    network communities
    0 references
    shrinkage
    0 references
    0 references
    0 references