Kastner, Gregor. 2015. Dealing with Dynamic Covariances in High-Dimensional Time Series: A Bayesian Approach. 9th CSDA International Conference on Computational and Financial Econometrics (CFE 2015), Senate House, University of London, United Kingdom, 12.12.-14.12. Invited Talk
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Dealing with Dynamic Covariances in High-Dimensional Time Series: A Bayesian Approach |
| Event | 9th CSDA International Conference on Computational and Financial Econometrics (CFE 2015) |
| Year | 2015 |
| Date | 12.12.-14.12. |
| Country | United Kingdom |
| Location | Senate House, University of London |
| URL | http://www.cfenetwork.org/CFE2015/ |
| Invited Talk | Y |
Associations
- People
- Kastner, Gregor (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)