Structural learning of contemporaneous dependencies in graphical VAR models
type: Item
instance of: scholarly article
title: Structural learning of contemporaneous dependencies in graphical VAR models
zbMATH Open document ID: 1504.62131
author: Lucia Paci
author: Guido Consonni
published in: Computational Statistics and Data Analysis
publication date: 2020-01-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H22
zbMATH DE Number: 7160692
zbMATH Keywords: Bayesian model selection
zbMATH Keywords: decomposable graphical model
zbMATH Keywords: fractional Bayes factor
zbMATH Keywords: multivariate time series
zbMATH Keywords: VAR model
describes a project that uses: graphicalVAR
describes a project that uses: HdBCS
MaRDI profile type: MaRDI publication profile
full work available at URL: j.csda.2019.106880
OpenAlex ID: W2983217224
Wikidata QID: Q114191915
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DOI: 10.1016/J.CSDA.2019.106880
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description: scientific article; zbMATH DE number 7160692