A novel Bayesian approach to estimate long memory parameter (Q3390609)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel Bayesian approach to estimate long memory parameter |
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A novel Bayesian approach to estimate long memory parameter (English)
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24 March 2022
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fractional differencing
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long memory
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Hurst exponent
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ARFIMA
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Bayesian methodology
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