Dynamic matrix-variate graphical models

Bayesian Analysis

Volumn 2, Issue 1, 2007, Pages 69-98

  Carvalho, Carlos M ^a   West, Mike ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

Bayesian forecasting; Dynamic linear models; Gaussian graphical models; Graphical model uncertainty; Hyper inverse wishart distribution; Port folio analysis

Indexed keywords

EID: 34548527584     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/07-BA204     Document Type: Article

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