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Sparse Bayesian vector autoregressions in huge dimensions - MaRDI portal

Sparse Bayesian vector autoregressions in huge dimensions (Q5977683)

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scientific article
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Sparse Bayesian vector autoregressions in huge dimensions
scientific article

    Statements

    volume
    39
    0 references
    issue
    7
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    page(s)
    1142-1165
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    publication date
    16 April 2020
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    author
    Gregor Kastner
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    Florian Huber
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    Identifiers

    DOI
    10.1002/FOR.2680
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