Bayesian inference on the order of stationary vector autoregressions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Binks, Rachel L., Heaps, Sarah E., Panagiotopoulou, Mariella, Wang, Yujiang, Wilkinson, Darren J.
Format:	Preprint
Published:	2023
Subjects:	Methodology 62F15, 62M10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2307.05708