Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications |
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Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (English)
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30 March 2023
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Gegenbauer
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long memory
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MCMC
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stochastic volatility
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time series
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