Bayesian estimation of fractional difference parameter in ARFIMA models and its application (Q6127113)

From MaRDI portal
scientific article; zbMATH DE number 7830040
Language Label Description Also known as
English
Bayesian estimation of fractional difference parameter in ARFIMA models and its application
scientific article; zbMATH DE number 7830040

    Statements

    Bayesian estimation of fractional difference parameter in ARFIMA models and its application (English)
    0 references
    0 references
    0 references
    10 April 2024
    0 references
    long-term memory
    0 references
    Bayesian estimation
    0 references
    Akaike information criterion
    0 references
    fractional difference
    0 references

    Identifiers