Dynamic matrix-variate graphical models (Q5965211)
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scientific article; zbMATH DE number 6548580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic matrix-variate graphical models |
scientific article; zbMATH DE number 6548580 |
Statements
Dynamic matrix-variate graphical models (English)
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2 March 2016
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Bayesian forecasting
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dynamic linear models
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Gaussian graphical models
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graphical model uncertainty
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hyper-inverse Wishart distribution
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portfolio analysis
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