Bayesian semiparametric inference on long-range dependence

DOI10.1093/biomet/88.4.1089zbMath0986.62069OpenAlexW2141882932MaRDI QIDQ2773187

Lea Petrella, Brunero Liseo, Domenico Marinucci

Publication date: 10 June 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/88.4.1089

zbMATH Keywords

Markov chain Monte Carlolong-range dependencefrequency domain methodsBayesian semiparametric procedure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

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