Pages that link to "Item:Q2155306"
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The following pages link to Parsimony inducing priors for large scale state-space models (Q2155306):
Displaying 6 items.
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions (Q2304234) (← links)
- Minimum bias priors for estimating parameters of additive terms in state-space models (Q4841520) (← links)
- Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models (Q6113744) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
- Time-dependent shrinkage of time-varying parameter regression models (Q6544902) (← links)