Variational Bayes inference for simultaneous autoregressive models with missing data

DOI10.1007/S11222-025-10590-1MaRDI QIDQ6995209zbMATH OpenFDO

Authors Anjana Wijayawardhana, David Gunawan, Thomas Suesse

Publication date 22 April 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10590-1

zbMATH Keywords

factor covariance structuremissing at randommissing not at randomselection modelstochastic gradient ascent

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Missing data (62D10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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