Pages that link to "Item:Q1427516"

The following pages link to Bayesian analysis of vector-autoregressive models with noninformative priors. (Q1427516):

Displaying 11 items.

• A Bayesian analysis of normalized VAR models (Q392083) (← links)
• Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
• Interpreting self-organizing maps through space-time data models (Q999649) (← links)
• Priors about observables in vector autoregressions (Q1740294) (← links)
• Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
• Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Cross-entropy method for estimation of posterior expectation in Bayesian VAR models (Q4605269) (← links)
• On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
• Intrinsic Bayesian estimation of linear time series models (Q5880092) (← links)
• A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)