Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series (Q5313454)
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scientific article; zbMATH DE number 2201020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series |
scientific article; zbMATH DE number 2201020 |
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Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series (English)
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1 September 2005
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covariance selection
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dynamical graphical model
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Markov chain Monte Carlo
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Markov random field
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multivariate stochastic volatility
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precision matrix
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