Dynamic Shrinkage Processes (Q5204364)

From MaRDI portal
Revision as of 23:43, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7139698
Language Label Description Also known as
English
Dynamic Shrinkage Processes
scientific article; zbMATH DE number 7139698

    Statements

    title
    Dynamic Shrinkage Processes (English)
    0 references
    author
    Daniel R. Kowal
    0 references
    David S. Matteson
    0 references
    David Ruppert
    0 references
    publication date
    4 December 2019
    0 references
    zbMATH Keywords
    asset pricing
    0 references
    dynamic linear model
    0 references
    stochastic volatility
    0 references
    time series
    0 references
    trend filtering
    0 references
    regression
    0 references

    Identifiers

    DOI
    10.1111/rssb.12325
    0 references
    Mathematics Subject Classification ID
    62M10
    0 references
    62J07
    0 references
    62M20
    0 references
    62P05
    0 references
    zbMATH DE Number
    7139698
    0 references
    OpenAlex ID
    W3101281330
    0 references
    arXiv ID
    1707.00763
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5204364&oldid=33728844"
    Powered by MediaWiki