JOURNAL ARTICLE
Bayesian Variable Selection for Matrix Autoregressive Models
Alessandro CelaniPaolo PagnottoniGalin L. Jones
Year: 2022 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Autoregressive model Bayesian probability STAR model Model selection Feature selection Selection (genetic algorithm) Econometrics Variable (mathematics) Computer science Mathematics Artificial intelligence Machine learning Autoregressive integrated moving average Time series
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FWCI (Field Weighted Citation Impact)
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Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Control Systems and Identification
Physical Sciences → Engineering → Control and Systems Engineering
Bayesian Methods and Mixture Models
Physical Sciences → Computer Science → Artificial Intelligence
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