Pages that link to "Item:Q4391379"
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The following pages link to BAYESIAN ANALYSIS OF VECTOR ARFIMA PROCESSES (Q4391379):
Displaying 14 items.
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (Q951873) (← links)
- Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903) (← links)
- A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
- Estimation methods for stationary Gegenbauer processes (Q2110339) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Multivariate fractionally integrated CARMA processes (Q2474239) (← links)
- Bayesian inference for vector ARMA models with stable innovations (Q2736793) (← links)
- Bayesian estimation of common long-range dependent models (Q2769681) (← links)
- Computationally efficient methods for two multivariate fractionally integrated models (Q3077667) (← links)
- LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (Q4540642) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)
- Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) <i>Australian Journal of Statistics</i> 39 (3), 295–311 (Q5234447) (← links)
- Bayesian modeling and forecasting of vector autoregressive moving average processes (Q6107552) (← links)
