Bayesian nonparametric sparse VAR models (Q2323368)

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scientific article
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Bayesian nonparametric sparse VAR models
scientific article

    Statements

    title
    Bayesian nonparametric sparse VAR models (English)
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    author
    Monica Billio
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    Roberto Casarin
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    Luca Rossini
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    publication date
    2 September 2019
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    zbMATH Keywords
    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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    cites work
    Q3526040
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    Q4231779
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    Networks
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    The Bayesian Lasso
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    Q4363930
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    Q4839399
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62G05
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    62F15
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    62M10
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    62P05
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    zbMATH DE Number
    7100392
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    OpenAlex ID
    W2964145863
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    arXiv ID
    1608.02740
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    Wikidata QID
    Q128006278
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