A novel Bayesian approach to estimate long memory parameter
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Publication:3390609
Cites work
- scientific article; zbMATH DE number 4070082 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- A Bayesian approach to estimating the long memory parameter
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- Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- The Hurst effect under trends
- Wavelet analysis of long-range-dependent traffic
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