A note on Bayesian inference for long-range dependence of a stationary two-state process

DOI10.1007/978-3-319-12454-4_25MaRDI QIDQ5266593zbMATH OpenOpenAlexWikidataFDO

Authors Plinio Andrade, L. R. Rifo

Publication date 16 June 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-12454-4_25

zbMATH Keywords

Bayesian inferencestationary processHurst index

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 1092005 (Why is no real title available?)
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• Elements of Information Theory
• Gaussian semiparametric estimation of long range dependence
• Heavy tails and long range dependence in on/off processes and associated fluid models
• Hidden Markov chains and the analysis of genome structure
• Long Range Dependence
• Long-memory processes. Probabilistic properties and statistical methods
• Nonstationarity-extended local Whittle estimation
• Rescaled variance and related tests for long memory in volatility and levels
• Sample estimate of the entropy of a random vector
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Wavelet analysis of long-range-dependent traffic

Cited in

(3)

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