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Items where Series is "Research Report Series / Department of Statistics and Mathematics" and Year is 2016

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Number of items: 3.

Kastner, Gregor (2016) Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions. Research Report Series / Department of Statistics and Mathematics, 129. WU Vienna University of Economics and Business, Vienna.

Huber, Florian and Kastner, Gregor and Feldkircher, Martin (2016) Should I Stay or Should I Go? Bayesian Inference in the Threshold Time Varying Parameter (TTVP) Model. Research Report Series / Department of Statistics and Mathematics, 130. WU Vienna University of Economics and Business, Vienna.

Kastner, Gregor and Fr├╝hwirth-Schnatter, Sylvia and Lopes, Hedibert Freitas (2016) Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. Research Report Series / Department of Statistics and Mathematics, 128. WU Vienna University of Economics and Business, Vienna.

This list was generated on Tue Feb 28 15:25:03 2017 CET.