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Bayes-Statistik 1 Bayesian Lasso 1 Bayesian inference 1 Double gamma prior 1 Estimation 1 Estimation theory 1 Forecasting model 1 Hierarchical priors 1 Kalman filter 1 Log predictive density scores 1 Normal–gamma prior 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Sparsity 1 State space model 1 Statistical distribution 1 Statistische Verteilung 1 Time series analysis 1 Zeitreihenanalyse 1 Zustandsraummodell 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bitto, Angela 1 Frühwirth-Schnatter, Sylvia 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 210 (2019) 1, pp. 75-97
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