Structured priors for multivariate time series (Q2500641)
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scientific article; zbMATH DE number 5047601
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Structured priors for multivariate time series |
scientific article; zbMATH DE number 5047601 |
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Structured priors for multivariate time series (English)
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17 August 2006
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multiple time series
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autoregressions
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VAR models
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structured priors
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latent components
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model order uncertainty
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decompositions
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0.8780485391616821
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0.8146271705627441
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0.8146271705627441
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0.7335502505302429
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