High-dimensional posterior consistency in Bayesian vector autoregressive models (Q5231502)
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scientific article; zbMATH DE number 7098385
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| English | High-dimensional posterior consistency in Bayesian vector autoregressive models |
scientific article; zbMATH DE number 7098385 |
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High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (English)
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27 August 2019
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Bayesian lasso
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posterior consistency
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shrinkage prior
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vector autoregressive models
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0.9035117030143738
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0.8388202786445618
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0.8100142478942871
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0.8032960891723633
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0.8000153303146362
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