Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840)
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scientific article; zbMATH DE number 6244522
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| English | Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors |
scientific article; zbMATH DE number 6244522 |
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Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (English)
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13 January 2014
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Bayesian semiparametric
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Bernstein-von Mises
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FEXP priors
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Gaussian long-memory processes
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rates of convergence
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0.8445412516593933
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0.8012768030166626
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0.8007041215896606
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0.7993519902229309
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