Sparse Bayesian vector autoregressions in huge dimensions

11 April 2017

Papers citing "Sparse Bayesian vector autoregressions in huge dimensions"

4 / 4 papers shown

Title
High-Dimensional Conditionally Gaussian State Space Models with Missing Data J. Chan Aubrey Poon Dan Zhu 30 11 0 07 Feb 2023
Efficient variational approximations for state space models Rubén Loaiza-Maya D. Nibbering 11 1 0 20 Oct 2022
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Niko Hauzenberger Florian Huber Gary Koop Luca Onorante AI4TS 36 35 0 23 Oct 2019
Sparse Bayesian time-varying covariance estimation in many dimensions G. Kastner 20 102 0 30 Aug 2016