Pages that link to "Item:Q2323368"
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The following pages link to Bayesian nonparametric sparse VAR models (Q2323368):
Displaying 9 items.
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- NetVIX -- a network volatility index of financial markets (Q2116552) (← links)
- Inference in Bayesian additive vector autoregressive tree models (Q2135338) (← links)
- Hierarchical species sampling models (Q2226710) (← links)
- Robust Bayesian seemingly unrelated regression model (Q2319484) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- Random Forest Variable Selection for Sparse Vector Autoregressive Models (Q5048325) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
