Bayesian variable selection for matrix autoregressive models (Q6547759)
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scientific article; zbMATH DE number 7857740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian variable selection for matrix autoregressive models |
scientific article; zbMATH DE number 7857740 |
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Bayesian variable selection for matrix autoregressive models (English)
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31 May 2024
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autoregressive models
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Bayesian estimation
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matrix-valued time series
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maximum a posteriori probability
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stochastic search
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0.7936537265777588
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0.785561203956604
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0.7664508819580078
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0.7650222182273865
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