Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Bayesian estimation for VARFIMA processes with stable errors |
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Fast Bayesian estimation for VARFIMA processes with stable errors (English)
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13 September 2019
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autoregressive fractionally integrated moving average model
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conjugate gradient algorithm
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fast Fourier transform
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Markov chain Monte Carlo
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preconditioning
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sub-Gaussian stable errors
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