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

MaRDI QIDQ5045600zbMATH OpenFDO

Authors Gabriel Huerta, Raquel Prado

Publication date 6 November 2022

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 1522694

Cited in

(1)

• Structured priors for multivariate time series

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