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