Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262)
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English | Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series |
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Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (English)
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28 March 2022
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data augmentation
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drawable vine
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heteroscedasticity
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multivariate ordinal and mixed time series
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sparse variational approximation
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stochastic gradient ascent
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