Discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions'' (Q2304235)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions'' |
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Discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions'' (English)
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9 March 2020
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Bayesian forecasting
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decouple/recouple
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time-varying vector autoregressions
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multivariate time-series models
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