Exploring common structure in multiple time series via structured priors for autoregressive processes

zbMATH Open1497.62235MaRDI QIDQ5045600FDOQ5045600

Authors: Gabriel Huerta, Raquel Prado 

Publication date: 6 November 2022

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• scientific article; zbMATH DE number 1522694

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cited In (1)

• Structured priors for multivariate time series

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