Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. BAYESCOMP 2018, Universitat Pompeu Fabra, Barcelona, Spain, 26.03.-28.03. 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 Vector Autoregressions in Huge Dimensions |
| Event | BAYESCOMP 2018 |
| Year | 2018 |
| Date | 26.03.-28.03. |
| Country | Spain |
| Location | Universitat Pompeu Fabra, Barcelona |
| URL | https://www.maths.nottingham.ac.uk/personal/tk/bayescomp/ |
| Invited Talk | Y |
Associations
- People
- Kastner, Gregor (Details)
- Huber, Florian (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)