Asymptotic properties of parametric Bayesian estimation in ARFIMA models

MaRDI QIDQ5319008zbMATH OpenFDO

Authors Zhaoping Hong, Xiuli Du

Publication date 22 July 2009

zbMATH Keywords

posterior distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• A frequentist approach to Bayesian asymptotics
• Parametric and semiparametric estimations of stationary univariate ARFIMA models

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