A novel Bayesian approach to estimate long memory parameter
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Publication:3390609
DOI10.1080/00949655.2021.1985496OpenAlexW4214929048MaRDI QIDQ3390609FDOQ3390609
Authors: Zhonglin Wan, Yi Luo, Yirong Huang, Hongyan Li
Publication date: 24 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.1985496
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