Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-Distributed Errors

Dorndorf, Alexander, Kargoll, Boris, Paffenholz, Jens-André, Alkhatib, Hamza

Open source

DOI
10.15488/19984
Published
2023
Container
Not recorded
Publisher
Berlin; Heidelberg : Springer
Open access
yes

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BibTeX

@article{allodium:10.15488/19984,
  title = {Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-Distributed Errors},
  author = {Dorndorf, Alexander and Kargoll, Boris and Paffenholz, Jens-André and Alkhatib, Hamza},
  year = {2023},
  doi = {10.15488/19984},
  url = {https://doi.org/10.15488/19984}
}

RIS

TY  - JOUR
TI  - Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-Distributed Errors
AU  - Dorndorf, Alexander
AU  - Kargoll, Boris
AU  - Paffenholz, Jens-André
AU  - Alkhatib, Hamza
PY  - 2023
DO  - 10.15488/19984
UR  - https://doi.org/10.15488/19984
ER  - 

APA

Alexander, D., Boris, K., Jens-André, P., & Hamza, A. (2023). Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-Distributed Errors. https://doi.org/10.15488/19984

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