Bayesian estimation of common long-range dependent models

MaRDI QIDQ2769681zbMATH OpenFDO

Authors Nan-Jung Hsu, F. Jay Breidt, B. K. Ray

Publication date 14 May 2002

zbMATH Keywords

ARMA modelGibbs sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32)

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