Dynamic Shrinkage Processes (Q5204364)
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scientific article; zbMATH DE number 7139698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Shrinkage Processes |
scientific article; zbMATH DE number 7139698 |
Statements
Dynamic Shrinkage Processes (English)
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4 December 2019
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asset pricing
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dynamic linear model
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stochastic volatility
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time series
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trend filtering
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regression
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