Bayesian Inference on the Order of Stationary Vector Autoregressions.
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| Title: | Bayesian Inference on the Order of Stationary Vector Autoregressions. |
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| Authors: | Binks, Rachel L.1 rachel.binks@newcastle.ac.uk, Heaps, Sarah E.2 sarah.e.heaps@durham.ac.uk, Panagiotopoulou, Mariella3 m.panagiotopoulou2@newcastle.ac.uk, Wang, Yujiang3 yujiang.wang@newcastle.ac.uk, Wilkinson, Darren J.2 darren.j.wilkinson@durham.ac.uk |
| Source: | Bayesian Analysis. Jun2026, Vol. 21 Issue 2, p677-698. 22p. |
| Database: | Mathematics Source |
| ISSN: | 19360975 |
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| DOI: | 10.1214/24-BA1499 |
