High-dimensional conditionally Gaussian state space models with missing data (Q6175545)
From MaRDI portal
scientific article; zbMATH DE number 7729865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional conditionally Gaussian state space models with missing data |
scientific article; zbMATH DE number 7729865 |
Statements
High-dimensional conditionally Gaussian state space models with missing data (English)
0 references
18 August 2023
0 references
mixed-frequency
0 references
unbalanced panel
0 references
vector autoregression
0 references
dynamic factor model
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
