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 (Ă–STAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)