Bayesian estimation of fractional difference parameter in ARFIMA models and its application
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Publication:6127113
DOI10.1016/j.ins.2023.01.108OpenAlexW4319999615MaRDI QIDQ6127113
Masoud Fazlalipour Miyandoab, Parviz N. Nasiri, Ali M. Mosammam
Publication date: 10 April 2024
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2023.01.108
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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