Pages that link to "Item:Q5231502"
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The following pages link to High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models (Q5231502):
Displaying 16 items.
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach (Q820793) (← links)
- Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions (Q2044318) (← links)
- High-dimensional structure learning of sparse vector autoregressive models using fractional marginal pseudo-likelihood (Q2058896) (← links)
- On consistency and sparsity for high-dimensional functional time series with application to autoregressions (Q2108488) (← links)
- Finite sample theory for high-dimensional functional/scalar time series with applications (Q2136615) (← links)
- Matrix Autoregressive Spatio-Temporal Models (Q5066496) (← links)
- High-dimensional dynamic systems identification with additional constraints (Q5093707) (← links)
- A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
- The EAS approach for graphical selection consistency in vector autoregression models (Q6059467) (← links)
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ (Q6080791) (← links)
- A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies (Q6104139) (← links)
- A new posterior sampler for Bayesian structural vector autoregressive models (Q6185469) (← links)
- Simultaneous Decorrelation of Matrix Time Series (Q6567891) (← links)
- Bayesian vector heterogeneous autoregressive modelling (Q6586534) (← links)
- On a matrix-valued autoregressive model (Q6655919) (← links)
- Scenario-based quantile connectedness of the U.S. interbank liquidity risk network (Q6664655) (← links)
