Diagnostic analystics in the Bayesian vector autoregressive model

DOI10.1080/00949655.2024.2400524MaRDI QIDQ6967509zbMATH OpenFDO

Authors Yonghui Liu, Zhao Yao, Chengcheng Hao, Shuangzhe Liu

Publication date 26 June 2025

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Mathematics Subject Classification ID

Statistics (62-XX)

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