Windle, J. B. (2013). Forecasting high-dimensional, time-varying variance-covariance matrices with high-frequency data and sampling Pólya-Gamma random variates for posterior distributions derived from logistic likelihoods.
Chicago Style (17th ed.) CitationWindle, Jesse Bennett. Forecasting High-dimensional, Time-varying Variance-covariance Matrices with High-frequency Data and Sampling Pólya-Gamma Random Variates for Posterior Distributions Derived from Logistic Likelihoods. 2013.
MLA (8th ed.) CitationWindle, Jesse Bennett. Forecasting High-dimensional, Time-varying Variance-covariance Matrices with High-frequency Data and Sampling Pólya-Gamma Random Variates for Posterior Distributions Derived from Logistic Likelihoods. 2013.
Warning: These citations may not always be 100% accurate.