Kastner, Gregor. 2016. Sparse Bayesian time-varying covariance estimation in many dimensions. 10th International Conference on Computational and Financial Econometrics (CFE 2016), University of Seville, Spain, 09.12.-11.12. 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 | Sparse Bayesian time-varying covariance estimation in many dimensions |
| Event | 10th International Conference on Computational and Financial Econometrics (CFE 2016) |
| Year | 2016 |
| Date | 09.12.-11.12. |
| Country | Spain |
| Location | University of Seville |
| URL | http://www.cfenetwork.org/CFE2016/ |
| 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)