Quotation Kastner, Gregor. 2016. Sparse time-varying covariance estimation in many dimensions. 3rd Bayesian Young Statisticians Meeting (BAYSM 2016), Florence, Italy, 19.06.-21.06.


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Sparse time-varying covariance estimation in many dimensions
Event 3rd Bayesian Young Statisticians Meeting (BAYSM 2016)
Year 2016
Date 19.06.-21.06.
Country Italy
Location Florence
URL http://web.mi.imati.cnr.it/conferences/BAYSM2016/

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)
Google Scholar: Search