Bayesian estimation of fractional difference parameter in ARFIMA models and its application (Q6127113)
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scientific article; zbMATH DE number 7830040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of fractional difference parameter in ARFIMA models and its application |
scientific article; zbMATH DE number 7830040 |
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Bayesian estimation of fractional difference parameter in ARFIMA models and its application (English)
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10 April 2024
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long-term memory
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Bayesian estimation
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Akaike information criterion
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fractional difference
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