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)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) Australian Journal of Statistics 39 (3), 295–311 |
scientific article; zbMATH DE number 7110586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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 |
scientific article; zbMATH DE number 7110586 |
Statements
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 (English)
0 references
26 September 2019
0 references
Bayesian inference
0 references
long memory
0 references
multivariate time series
0 references
posterior sampling
0 references
