Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333)
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scientific article; zbMATH DE number 5537408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian learning of graphical vector autoregressions with unequal lag-lengths |
scientific article; zbMATH DE number 5537408 |
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Bayesian learning of graphical vector autoregressions with unequal lag-lengths (English)
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31 March 2009
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Bayesian analysis
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Granger-causality
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graphical models
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statistical learning
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vector autoregression
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Markov chain Monte Carlo
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greedy optimization
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0.9224297
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0.8821338
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0.86455804
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0.86307967
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0.86306775
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0.8620904
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0.8613353
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