Dynamic shrinkage processes (Q5204364)
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scientific article; zbMATH DE number 7139698
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.7807255983352661
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0.7777073979377747
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0.7677004933357239
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0.7513333559036255
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