Pages that link to "Item:Q143154"
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The following pages link to Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154):
Displaying 5 items.
- VARshrink (Q143158) (← links)
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach (Q820793) (← links)
- A new taxonomy for vector exponential smoothing and its application to seasonal time series (Q2079404) (← links)
- Bayesian nonparametric sparse VAR models (Q2323368) (← links)
- Matrix autoregressive models: generalization and Bayesian estimation (Q6645234) (← links)
