Long-range dependence and approximate Bayesian computation

DOI10.1080/03610918.2014.995816zbMath1361.60024DBLPjournals/cssc/AndradeR17OpenAlexW2072228362WikidataQ101496376 ScholiaQ101496376MaRDI QIDQ2974924

P. L. Andrade, Laura L.Ramos

Publication date: 11 April 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.995816

zbMATH Keywords

entropyfractional Brownian motionlong-range dependencestationary processHurst indexBayesian inferencelikelihood-free methodlong-range binary processRosenblatt proces

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

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