BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL
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Publication:4432539
DOI10.1081/ETC-100103824zbMath1026.62025OpenAlexW1969575622MaRDI QIDQ4432539
Publication date: 27 October 2003
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-100103824
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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