Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications |
scientific article |
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Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (English)
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30 March 2023
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Gegenbauer
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long memory
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MCMC
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stochastic volatility
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time series
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0.95330083
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0.94591105
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0.92633975
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0.8980795
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0.8975211
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0.8968958
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