Kastner, Gregor. 2015. Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices. Brown Bag Seminar, Institute for Statistics and Mathematics, 18.11.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Unpublished lecture |
Language | English |
Title | Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices |
Event | Brown Bag Seminar |
Location | Institute for Statistics and Mathematics |
Date | Nov. 18, 2015 |
URL | http://www.wu.ac.at/statmath/bbs/ |
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- People
- Kastner, Gregor (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)