Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR
Year of publication: |
2019
|
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Authors: | Iacopini, Matteo |
Other Persons: | Rossini, Luca (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 3, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3400078 [DOI] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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