Latent level correlation modeling of multivariate discrete-valued financial time series (Q6616398)
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: Latent level correlation modeling of multivariate discrete-valued financial time series |
scientific article; zbMATH DE number 7923939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Latent level correlation modeling of multivariate discrete-valued financial time series |
scientific article; zbMATH DE number 7923939 |
Statements
Latent level correlation modeling of multivariate discrete-valued financial time series (English)
0 references
9 October 2024
0 references
Bayesian hierarchical model
0 references
correlated temporal effects
0 references
integrated nested Laplace approximation (INLA)
0 references
intraday multivariate financial count data
0 references
level correlation model (LCM)
0 references
0 references
0 references
0 references
0 references
0 references
