Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting
Taveeapiradeecharoen, Paponpat; Chamnongthai, Kosin; Aunsri, Nattapol
- 期刊名称IEEE Access
- 作者Taveeapiradeecharoen, Paponpat; Chamnongthai, Kosin; Aunsri, Nattapol
- 卷第7卷
- 电子ISSN2169-3536
- 文件大小10.08KB
- 发表时间2019
- DOI10.1109/ACCESS.2019.2895022
- 页码16777-16786