Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
type: Item
instance of: scholarly article
title: Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
zbMATH Open document ID: 1102.62025
author: Kyungduk Ko
author: Marina Vannucci
published in: Journal of Statistical Planning and Inference
publication date: 2006-08-14T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 42C40
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65T60
Mathematics Subject Classification ID: 65C40
zbMATH DE Number: 5045478
zbMATH Keywords: ARFIMA processes
zbMATH Keywords: Bayesian inference
zbMATH Keywords: wavelets
describes a project that uses: longmemo
MaRDI profile type: MaRDI publication profile
full work available at URL: j.jspi.2005.01.010
OpenAlex ID: W1983548635
cites work: Q4865042
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cites work: A theory for multiresolution signal decomposition: the wavelet representation
cites work: Equation of State Calculations by Fast Computing Machines
cites work: Bayesian analysis of autoregressive fractionally integrated moving-average processes
cites work: Wavestrapping time series: Adaptive wavelet-based bootstrapping
cites work: Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
cites work: Covariance Structure of Wavelet Coefficients: Theory and Models in a Bayesian Perspective
cites work: Q4938806
DOI: 10.1016/J.JSPI.2005.01.010
description: scientific article; zbMATH DE number 5045478