Title of article
Structured priors for multivariate time series
Author/Authors
Gabriel Huerta، نويسنده , , Raquel Prado، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
20
From page
3802
To page
3821
Keywords
VAR models , Autoregressions , Structured priors , Modelorder uncertainty , Latent components , Multiple time series
Journal title
Journal of Statistical Planning and Inference
Serial Year
2006
Journal title
Journal of Statistical Planning and Inference
Record number
220246
Link To Document