Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840): Difference between revisions

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Revision as of 04:56, 7 July 2024

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Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
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    Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (English)
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    13 January 2014
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    Bayesian semiparametric
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    Bernstein-von Mises
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    FEXP priors
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    Gaussian long-memory processes
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    rates of convergence
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