A novel Bayesian approach to estimate long memory parameter (Q3390609)
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scientific article; zbMATH DE number 7498026
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| English | A novel Bayesian approach to estimate long memory parameter |
scientific article; zbMATH DE number 7498026 |
Statements
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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