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

@@ Property / author @@
+Judith Rousseau
@@ Property / author: Judith Rousseau / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6244522
@@ Property / zbMATH DE Number: 6244522 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian semiparametric
@@ Property / zbMATH Keywords: Bayesian semiparametric / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bernstein-von Mises
@@ Property / zbMATH Keywords: Bernstein-von Mises / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+FEXP priors
@@ Property / zbMATH Keywords: FEXP priors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gaussian long-memory processes
@@ Property / zbMATH Keywords: Gaussian long-memory processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rates of convergence
@@ Property / zbMATH Keywords: rates of convergence / rank @@
+Normal rank

Revision as of 14:18, 29 June 2023