Bayesian Inference for ARFIMA Models (Q5226139)

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

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    Bayesian Inference for ARFIMA Models (English)
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    30 July 2019
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    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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