A Bayesian approach to estimating the long memory parameter (Q5962435)
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scientific article; zbMATH DE number 6541215
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Bayesian approach to estimating the long memory parameter |
scientific article; zbMATH DE number 6541215 |
Statements
A Bayesian approach to estimating the long memory parameter (English)
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12 February 2016
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Bayesian model averaging
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FEXP
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hierarchical Bayes
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long-range dependence
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reversible jump Markov chain Monte Carlo
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spectral density
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0.98247707
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0.93330824
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0.9114763
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0.90688026
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0.8975211
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0.8965412
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0.89533037
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0.89525884
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