مرکز منطقه ای اطلاع رساني علوم و فناوري - Structured priors for multivariate time series

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 :

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 :