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The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models - MaRDI portal

The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models

From MaRDI portal
Publication:5975493

DOI10.48550/ARXIV.2312.10487arXiv2312.10487MaRDI QIDQ5975493

Sylvia Frühwirth-Schnatter, Peter Knaus

Publication date: 16 December 2023





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