Bayesian analysis of autoregressive fractionally integrated moving-average processes (Q3838323): Difference between revisions
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Revision as of 17:42, 27 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of autoregressive fractionally integrated moving-average processes |
scientific article |
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Bayesian analysis of autoregressive fractionally integrated moving-average processes (English)
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14 December 1998
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exact likelihood
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long-memory models
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posterior distribution
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time series
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Markov chain Monte Carlo methods
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Gibbs sampling
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