Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors |
scientific article |
Statements
Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (English)
0 references
13 January 2014
0 references
Bayesian semiparametric
0 references
Bernstein-von Mises
0 references
FEXP priors
0 references
Gaussian long-memory processes
0 references
rates of convergence
0 references
