Quotation 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

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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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