Bayesian Inference for ARFIMA Models (Q5226139)

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scientific article; zbMATH DE number 7087237
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English
Bayesian Inference for ARFIMA Models
scientific article; zbMATH DE number 7087237

    Statements

    title
    Bayesian Inference for ARFIMA Models (English)
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    author
    Garland B. Durham
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    John F. Geweke
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    Susan Porter-Hudak
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    Fallaw B. Sowell
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    publication date
    30 July 2019
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    zbMATH Keywords
    long memory
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    Bayesian inference
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    sequential Monte Carlo method
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    SABL
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    Identifiers

    DOI
    10.1111/jtsa.12443
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    Mathematics Subject Classification ID
    62M10
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    62F15
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    65C05
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    62L12
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    62P10
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    zbMATH DE Number
    7087237
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