Functional autoregression for sparsely sampled data
Daniel R. Kowal, David S. Matteson, David Ruppert
| Year of publication: |
2019
|
|---|---|
| Authors: | Kowal, Daniel R. ; Matteson, David S. ; Ruppert, David |
| Subject: | Functional factor analysis | Gaussian process | Hierarchical Bayes | Model averaging | Time series | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1279058 [DOI] 10.1080/07350015.2017.1279058$ [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176502