Bayesian Markov switching tensor regression for time-varying networks
Year of publication: |
[2018]
|
---|---|
Authors: | Billio, Monica ; Casarin, Roberto ; Iacopini, Matteo |
Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
Subject: | Tensor calculus | tensor decomposition | latent variables | Bayesian statistics | hierarchical prior | networks | zero-inflated model | time series | financial networks | Bayes-Statistik | Bayesian inference | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Netzwerk | Network | Unternehmensnetzwerk | Business network | Regressionsanalyse | Regression analysis |
-
Bayesian dynamic tensor regression
Billio, Monica, (2018)
-
Bayesian median autoregression for robust time series forecasting
Zeng, Zijian, (2021)
-
A structural model of dense network formation
Angelo, Mele, (2017)
- More ...
-
Bayesian Dynamic Tensor Regression
Billio, Monica, (2018)
-
Bayesian Markov Switching Tensor Regression For Time-Varying Networks
Billio, Monica, (2018)
-
COVID-19 Spreading in Financial Networks : A Semiparametric Matrix Regression Model
Billio, Monica, (2021)
- More ...