Hosszejni, Darjus. 2020. The Role of 'stochvol' in Bayesian Dynamic Covariance Estimation. Bayes@Austria, Online, Austria, 28.11.-28.11.
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| 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 |
Associations
- People
- Hosszejni, Darjus (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)