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
10 April 2024
0 references
long-term memory
0 references
Bayesian estimation
0 references
Akaike information criterion
0 references
fractional difference
0 references
0 references