A Bayesian approach to estimating the long memory parameter (Q5962435)
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scientific article; zbMATH DE number 6541215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to estimating the long memory parameter |
scientific article; zbMATH DE number 6541215 |
Statements
A Bayesian approach to estimating the long memory parameter (English)
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12 February 2016
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Bayesian model averaging
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FEXP
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hierarchical Bayes
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long-range dependence
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reversible jump Markov chain Monte Carlo
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spectral density
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