Pages that link to "Item:Q2634113"
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The following pages link to Dynamic financial index models: modeling conditional dependencies via graphs (Q2634113):
Displaying 8 items.
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
- Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
- Efficient Gaussian graphical model determination under \(G\)-Wishart prior distributions (Q1950810) (← links)
- Hierarchical Gaussian graphical models: beyond reversible jump (Q1950899) (← links)
- Sparse covariance estimation in heterogeneous samples (Q1952215) (← links)
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
