Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (Q5077392)
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scientific article; zbMATH DE number 7528865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices |
scientific article; zbMATH DE number 7528865 |
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Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (English)
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18 May 2022
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Markov chain Monte Carlo
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multivariate analysis
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matrix-variate normal distribution
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autoregression
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0.8919803
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0.8617751
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0.8606539
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0.85845566
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