BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL (Q4432539)
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scientific article; zbMATH DE number 1997196
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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