Sylvia Frühwirth-Schnatter

MaRDI QIDQ89525ORCIDWikidataFDO

Occupation mathematician, statistician, university teacher

Employer Johannes Kepler University Linz, Vienna University of Economics and Business

Educated at TU Wien

Award received Fellow of the International Society for Bayesian Analysis

Member of Austrian Academy of Sciences

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
shrinkTVP	2024-02-18	Software
The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models (available as arXiv preprint)	2023-12-16	Paper
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP Journal of Statistical Software	2021-01-01	Paper
Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models Econometrics	2020-05-20	Paper
Achieving shrinkage in a time-varying parameter model framework Journal of Econometrics	2019-05-01	Paper
Achieving shrinkage in a time-varying parameter model framework Journal of Econometrics	2019-04-30	Paper

Research outcomes over time

This page was built for person: Sylvia Frühwirth-Schnatter