JOURNAL ARTICLE
A Bayesian Framework for Sparse Estimation in High-Dimensional Mixed Frequency Vector Autoregressive Models
Nilanjana ChakrabortyKshitij KhareGeorge Michailidis
Year: 2022 Journal: Statistica Sinica Publisher: Institute of Statistical Science
Keywords:
Autoregressive model Bayesian probability Estimation STAR model Computer science Bayes estimator Pattern recognition (psychology) Econometrics Mathematics Artificial intelligence Statistics Autoregressive integrated moving average Economics Time series
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Topics
Structural Health Monitoring Techniques
Physical Sciences → Engineering → Civil and Structural Engineering
Speech and Audio Processing
Physical Sciences → Computer Science → Signal Processing
Direction-of-Arrival Estimation Techniques
Physical Sciences → Computer Science → Signal Processing
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