Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach

Alexander Meier, Claudia Kirch, Renate Meyer. Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. J. Multivariate Analysis, 175, 2020. [doi]

Authors

Alexander Meier

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Claudia Kirch

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Renate Meyer

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