Non-informative priors in the case of Gaussian long-memory processes (Q701677): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 01:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-informative priors in the case of Gaussian long-memory processes |
scientific article |
Statements
Non-informative priors in the case of Gaussian long-memory processes (English)
0 references
30 January 2003
0 references
Laplace expansion
0 references
long memory
0 references
matching priors
0 references
reference priors
0 references
spectral density
0 references
ARFIMA models
0 references
Kullback-Leibler distance
0 references
