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Dynamic copula with many exogenous variables meets the Horseshoe

  • Author
  • Igor Martins
  • Co-authors
  • Hedibert Freitas Lopes
  • Abstract
  • Keywords
  • Dynamic Copula, Sparsity, Hamiltonian Monte Carlo
  • Modality
  • Comunicação oral
  • Subject Area
  • ESTE 2023
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Reference

MARTINS, Igor; LOPES, Hedibert Freitas. Dynamic copula with many exogenous variables meets the Horseshoe. In: ESTE 2023 - Hotel Torres da Cachoeira, 2023. Available in: <https://doity.com.br/anais/este-2023/trabalho/291930>. Available in: 23/02/2025 at 23:25

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