Prof. Raquel Prado, Department of Statistics, University of California
Thursday, April 28, 2022, 16:30
- 17:30
Auditorium 0215 (BW Building 2 and 3)
Contact Person
During the first part of the talk we present an approach that allows for flexible analysis of multivariate non-stationary time series via dynamic models on the partial autocorrelation domain. We discuss various aspects of these models, including the use of shrinkage priors to deal with overfitting issues, as well as hierarchical extensions.