Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices

  • Gregor Kastner (Speaker)

Activity: Talk or presentationScience to professionals/public

Period18 Nov 2015
Event titleBrown Bag Seminar
Event typeUnkonwn

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101026 Time series analysis
  • 502025 Econometrics
  • 101018 Statistics
  • 102022 Software development