Fast and Accurate Variational Inference for Large Bayesian Vars with Stochastic Volatility
Year of publication: |
[2022]
|
---|---|
Authors: | Chan, Joshua ; Yu, Xuewen |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | VAR-Modell | VAR model | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Theorie | Theory | Induktive Statistik | Statistical inference | Prognoseverfahren | Forecasting model |
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