A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (Q6069889)
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: A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models |
scientific article; zbMATH DE number 7767622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models |
scientific article; zbMATH DE number 7767622 |
Statements
A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models (English)
0 references
17 November 2023
0 references
high-dimensional data
0 references
mixed frequencies
0 references
nowcasting
0 references
pseudo-likelihood
0 references
spike and slab prior
0 references
strong selection consistency
0 references
0 references
