On the vector-valued generalized autoregressive models (Q6074358)
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scientific article; zbMATH DE number 7739794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the vector-valued generalized autoregressive models |
scientific article; zbMATH DE number 7739794 |
Statements
On the vector-valued generalized autoregressive models (English)
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19 September 2023
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generalized autoregressive models
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VAR models
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vector-valued generalized autoregressive models
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ECM algorithms
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MAP estimate
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non-informative priors
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Ayesian analysis
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Gibbs sampling
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MCMC algorithms
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