Empirical Application and Evaluation of an Advanced Bayesian Robust Multivariate Time Series Model in Nonlinear Regression with Vector Autoregressive and t-Distributed Error

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Original languageEnglish
Title of host publication Contributions to Statistics
Subtitle of host publicationInternational Conference on Time Series and Forecasting
Pages129-145
Number of pages16
ISBN (electronic)978-3-031-69750-0
Publication statusPublished - 16 Apr 2025

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Empirical Application and Evaluation of an Advanced Bayesian Robust Multivariate Time Series Model in Nonlinear Regression with Vector Autoregressive and t-Distributed Error. / Dorndorf, Alexander; Paffenholz, Jens-André; Alkhatib, Hamza.
Contributions to Statistics: International Conference on Time Series and Forecasting. 2025. p. 129-145.

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Dorndorf A, Paffenholz JA, Alkhatib H. Empirical Application and Evaluation of an Advanced Bayesian Robust Multivariate Time Series Model in Nonlinear Regression with Vector Autoregressive and t-Distributed Error. In Contributions to Statistics: International Conference on Time Series and Forecasting. 2025. p. 129-145 doi: 10.1007/978-3-031-69750-0_8
Dorndorf, Alexander ; Paffenholz, Jens-André ; Alkhatib, Hamza. / Empirical Application and Evaluation of an Advanced Bayesian Robust Multivariate Time Series Model in Nonlinear Regression with Vector Autoregressive and t-Distributed Error. Contributions to Statistics: International Conference on Time Series and Forecasting. 2025. pp. 129-145
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