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Bayesian Compressed Vector Autoregression for Financial Time-Series Analysis and Forecasting

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
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