On observational variance learning for multivariate Bayesian time series and related models | ORKG Ask

We use cookies to provide a better user experience.

Data Protection

Related items

Multivariate stochastic variance models

Shephard, N
Ruiz, E.
Harvey, A.
London School of Economics (United Kingdom). Financial Markets Group

January 1992

Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--132) / BLDSC - Briti...

Multivariate Bayesian forecasting models

Quintana, J.M

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:D84415 / BLDSC - British Library Doc...

Prediction and estimation for multivariate stationary time series models

Biron, M.E.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN042012 / BLDSC - British Library D...