Bayesian prior modeling in vector autoregressions via the Yule-Walker equations

DOI10.1080/03610926.2023.2214827MaRDI QIDQ6573072FDOQ6573072

Authors: L. Spezia 

Publication date: 16 July 2024

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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