Structural learning of contemporaneous dependencies in graphical VAR models (Q2291312)

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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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