Non-informative priors in the case of Gaussian long-memory processes (Q701677)
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scientific article; zbMATH DE number 1824662
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| English | Non-informative priors in the case of Gaussian long-memory processes |
scientific article; zbMATH DE number 1824662 |
Statements
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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0.7604007124900818
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0.7514536380767822
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0.7492937445640564
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0.7492937445640564
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0.7441969513893127
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