Sylvia Frühwirth-Schnatter

Available identifiers

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	2023-12-16	Paper
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP	2021-01-01	Paper
Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models	2020-05-20	Paper
Achieving shrinkage in a time-varying parameter model framework	2019-05-01	Paper
Achieving shrinkage in a time-varying parameter model framework	2019-04-30	Paper

Property	Value
MaRDI profile type	MaRDI person profile
award received	Fellow of the International Society for Bayesian Analysis
country of citizenship	Austria
doctoral student	Gregor Kastner
doctoral student	Helga Wagner
doctoral student	Gertraud Malsiner-Walli
educated at	TU Wien
employer	Vienna University of Economics and Business
employer	Johannes Kepler University Linz
family name	Frühwirth
family name	Schnatter
field of work	Statistics
field of work	econometrics
field of work	mathematics
field of work	applied statistics
given name	Sylvia
instance of	human
languages spoken, written or signed	German
member of	Austrian Academy of Sciences
occupation	statistician
occupation	university teacher
occupation	mathematician
place of birth	Vienna
sex or gender	female

This page was built for person: Sylvia Frühwirth-Schnatter