Non-informative priors in the case of Gaussian long-memory processes
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Publication:701677
zbMath1003.62026MaRDI QIDQ701677
Anne Philippe, Judith Rousseau
Publication date: 30 January 2003
Published in: Bernoulli (Search for Journal in Brave)
long memoryspectral densityLaplace expansionKullback-Leibler distancematching priorsreference priorsARFIMA models
Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62M99)
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