Kastner, Gregor, Huber, Florian. 2018. Sparse Bayesian Vector Autoregressions in Huge Dimensions. ISBA World Meeting 2018, Edinburgh, United Kingdom, 24.06.-29.06.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Poster presented at an academic conference or symposium |
| Language | English |
| Title | Sparse Bayesian Vector Autoregressions in Huge Dimensions |
| Event | ISBA World Meeting 2018 |
| Date | 24.06.-29.06. |
| Location | Edinburgh |
| Country | United Kingdom |
| Year | 2018 |
| URL | https://bayesian.org/isba2018/ |
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)