Data analysis using regression models with missing observations and long-memory: an application study (Q959290)
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scientific article; zbMATH DE number 5381665
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| English | Data analysis using regression models with missing observations and long-memory: an application study |
scientific article; zbMATH DE number 5381665 |
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Data analysis using regression models with missing observations and long-memory: an application study (English)
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11 December 2008
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ARFIMA model
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Bayesian estimation
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Kalman filter
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long memory processes
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parameter estimation
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regression model
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0.7837914228439331
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0.713852047920227
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0.7051154971122742
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