Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to ``Bayesian analysis of vector ARFIMA processes'' (Q5234447)
From MaRDI portal
!
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 7110586
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to ``Bayesian analysis of vector ARFIMA processes'' |
scientific article; zbMATH DE number 7110586 |
Statements
Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) <i>Australian Journal of Statistics</i> 39 (3), 295–311 (English)
0 references
26 September 2019
0 references
Bayesian inference
0 references
long memory
0 references
multivariate time series
0 references
posterior sampling
0 references
0.8144746422767639
0 references
0.8144746422767639
0 references
0.8076769709587097
0 references
0.7820845246315002
0 references
0.76909339427948
0 references
