scientific article; zbMATH DE number 1522694
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Publication:4510962
zbMATH Open0974.62066MaRDI QIDQ4510962FDOQ4510962
Authors: Omar Aguilar, Gabriel Huerta, Raquel Prado, Mike West
Publication date: 16 December 2001
Title of this publication is not available (Why is that?)
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non-stationary time seriesdynamic factor modelsmultiple time seriesmultivariate stochastic volatilitydynamic linear modelstime series decompositiontime-varying autoregression
Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- Descriptive matrix factorization for sustainability. Adopting the principle of opposites
- Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions
- Bayesian Forecasting of Many Count-Valued Time Series
- Priors and Component Structures in Autoregressive Time Series Models
- Skew selection for factor stochastic volatility models
- A Bayesian analysis of moving average processes with time-varying parameters
- Bayes Nets of Time Series: Stochastic Realizations and Projections
- IMPROVING THE COMPUTATIONAL EFFICIENCY OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES: A COMMENT
- Structured priors for multivariate time series
- Title not available (Why is that?)
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