A novel Bayesian approach to estimate long memory parameter (Q3390609)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7498026
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
24 March 2022
0 references
fractional differencing
0 references
long memory
0 references
Hurst exponent
0 references
ARFIMA
0 references
Bayesian methodology
0 references
0 references
0 references
