Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355)
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scientific article; zbMATH DE number 7439114
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| English | Flexible Bayesian dynamic modeling of correlation and covariance matrices |
scientific article; zbMATH DE number 7439114 |
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Flexible Bayesian dynamic modeling of correlation and covariance matrices (English)
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6 December 2021
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dynamic covariance modeling
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spatio-temporal models
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geometric methods
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posterior contraction
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\( \Delta \)-spherical Hamiltonian Monte Carlo
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0.7388926148414612
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0.728079080581665
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0.7244911789894104
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0.7244742512702942
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