Bayesian Nonparametric Sparse Vector Autoregressive Models (Q4689048)
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scientific article; zbMATH DE number 6953945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Nonparametric Sparse Vector Autoregressive Models |
scientific article; zbMATH DE number 6953945 |
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Bayesian Nonparametric Sparse Vector Autoregressive Models (English)
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12 October 2018
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Bayesian nonparametrics
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Bayesian model selection
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shrinkage
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large vector autoregression
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seemingly unrelated regression (SUR)
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