Quotation Kastner, Gregor. 2015. Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices. Brown Bag Seminar, Institute for Statistics and Mathematics, 18.11.


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Status of publication Published
Affiliation WU
Type of publication Unpublished lecture
Language English
Title Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices
Event Brown Bag Seminar
Location Institute for Statistics and Mathematics
Date Nov. 18, 2015
URL http://www.wu.ac.at/statmath/bbs/

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Kastner, Gregor (Details)
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Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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