BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539): Difference between revisions
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Latest revision as of 09:38, 30 July 2024
scientific article; zbMATH DE number 1997196
Language | Label | Description | Also known as |
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English | BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL |
scientific article; zbMATH DE number 1997196 |
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BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (English)
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27 October 2003
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fractional cointegration
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Jeffreys prior
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Markov chain Monte Carlo
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ARFIMA processes
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