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 |
|---|---|
| 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| Type of publication | Unpublished lecture |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 (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)