Sparse time-varying covariance estimation in many dimensions

Activity: Talk or presentationScience to science

Period19 Jun 201621 Jun 2016
Event title3rd Bayesian Young Statisticians Meeting (BAYSM 2016)
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

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