Quotation 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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Publication's profile

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

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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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