Structural learning of contemporaneous dependencies in graphical VAR models (Q2291312)
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English | Structural learning of contemporaneous dependencies in graphical VAR models |
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Structural learning of contemporaneous dependencies in graphical VAR models (English)
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30 January 2020
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Bayesian model selection
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decomposable graphical model
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fractional Bayes factor
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multivariate time series
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VAR model
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