Quotation Kastner, Gregor. 2017. Sparse Bayesian time-varying covariance estimation in many dimensions. 61st World Statistics Congress (ISI 2017), Marrakech, Morocco, 16.07.-21.07. 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 Sparse Bayesian time-varying covariance estimation in many dimensions
Event 61st World Statistics Congress (ISI 2017)
Year 2017
Date 16.07.-21.07.
Country Morocco
Location Marrakech
URL http://isi2017.org
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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