MCMC Bayesian estimation in FIEGARCH models (Q2828706)
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scientific article; zbMATH DE number 6643780
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| English | MCMC Bayesian estimation in FIEGARCH models |
scientific article; zbMATH DE number 6643780 |
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MCMC Bayesian Estimation in FIEGARCH Models (English)
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26 October 2016
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Bayesian inference
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FIEGARCH processes
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long-range dependence
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MCMC
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0.7817294597625732
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0.7698701620101929
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0.7638757228851318
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0.7559114098548889
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0.7559112906455994
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