Non-informative priors in the case of Gaussian long-memory processes (Q701677)

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Non-informative priors in the case of Gaussian long-memory processes
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    Non-informative priors in the case of Gaussian long-memory processes (English)
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    30 January 2003
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    Laplace expansion
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    long memory
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    matching priors
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    reference priors
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    spectral density
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    ARFIMA models
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    Kullback-Leibler distance
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