Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970)
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scientific article; zbMATH DE number 6261469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of stationary autoregressive models with the Bayesian LASSO |
scientific article; zbMATH DE number 6261469 |
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Estimation of stationary autoregressive models with the Bayesian LASSO (English)
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25 February 2014
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autoregressive models
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LASSO
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Bayesian statistics
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MCMC
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