Quotation Hosszejni, Darjus. 2020. The Role of 'stochvol' in Bayesian Dynamic Covariance Estimation. Bayes@Austria, Online, Austria, 28.11.-28.11.


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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 The Role of 'stochvol' in Bayesian Dynamic Covariance Estimation
Event Bayes@Austria
Year 2020
Date 28.11.-28.11.
Country Austria
Location Online

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Hosszejni, Darjus (Details)
Organization
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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