Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models

15 July 2016

Papers citing "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models"

2 / 2 papers shown

Title
Sparse Bayesian vector autoregressions in huge dimensions G. Kastner Florian Huber 35 92 0 11 Apr 2017
Sparse Bayesian time-varying covariance estimation in many dimensions G. Kastner 22 102 0 30 Aug 2016