Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series (Q5135321)
From MaRDI portal
scientific article; zbMATH DE number 7276157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series |
scientific article; zbMATH DE number 7276157 |
Statements
Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series (English)
0 references
20 November 2020
0 references
multivariate time series
0 references
Bayesian dynamic linear models
0 references
time-varying partial autocorrelations
0 references
time-varying vector autoregressions
0 references
0 references
0 references
