Evaluation of Forecasting Performance Using Bayesian Stochastic Search Variable Selection in a Vector Autoregression
Evaluation of Forecasting Performance Using Bayesian Stochastic Search Variable Selection in a Vector Autoregression
复制标题
在向量自回归中使用贝叶斯随机搜索变量选择评估预测性能
DOI:
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发表时间:
2018
期刊:
影响因子:
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通讯作者:
Katsuhiro Sugita
中科院分区:
文献类型:
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作者:
Hayakawa Kazuhiko;Hou Jie;K. Hayakawa;Kazuhiko Hayakawa;Kazuhiko Hayakawa;Kazuhiko. Hayakawa;Kazuhiko Hayakawa;Kazuhiko Hayakawa;Kazuhiko Hayakawa;K. Hayakawa;K. Hayakawa;Katsuhiro Sugita;Katsuhiro Sugita;Katsuhiro Sugita