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11/07/2022
Consistency and asymptotic normality in a class of nearly unstable processes
This paper deals with inference in a class of stable but nearly-unstable...
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05/23/2021
A Bayesian approach for partial Gaussian graphical models with sparsity
We explore various Bayesian approaches to estimate partial Gaussian grap...
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05/28/2020
Comments on the presence of serial correlation in the random coefficients of an autoregressive process
Through this note, we intend to show that the presence of serial correla...
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03/26/2020
A partial graphical model with a structural prior on the direct links between predictors and responses
This paper is devoted to the estimation of a partial graphical model wit...
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05/07/2019