Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast and accurate variational inference for large Bayesian VARs with stochastic volatility |
scientific article; zbMATH DE number 7619222
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and accurate variational inference for large Bayesian VARs with stochastic volatility |
scientific article; zbMATH DE number 7619222 |
Statements
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (English)
0 references
17 November 2022
0 references
large vector autoregression
0 references
stochastic volatility
0 references
variational Bayes
0 references
volatility network
0 references
connectedness
0 references
0 references
0 references
0 references
