Pages that link to "Item:Q117775"
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The following pages link to Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775):
Displaying 16 items.
- factorstochvol (Q43157) (← links)
- Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective (Q1740337) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership (Q2303060) (← links)
- Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)
- An effcient exact Bayesian method for state space models with stochastic volatility (Q2699606) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
- Covariance structure estimation with Laplace approximation (Q6074739) (← links)
- A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies (Q6104139) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates (Q6122024) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
