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International journal of forecasting
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Discussion of "Fast sparse regression and classification" by Jerome Friedman
Tran, Minh-ngoc
;
Giordani, Paolo
;
Kohn, Robert
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 749-750
Persistent link: https://www.econbiz.de/10009659823
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Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
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