Pages that link to "Item:Q2474386"

The following pages link to Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386):

Displaying 14 items.

• Bound and convergence of the non-constant dynamic linear model (Q710829) (← links)
• A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
• Hellinger distance and non-informative priors (Q899064) (← links)
• A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
• A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (Q2106870) (← links)
• Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
• A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
• Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
• Multivariate Stochastic Volatility Estimation Using Particle Filters (Q2787388) (← links)
• Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)
• Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search (Q3089153) (← links)
• Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
• Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
• A Bayesian non-stationary heteroskedastic time series model for multivariate critical care data (Q6618410) (← links)