Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models
type: Item
instance of: scholarly article
title: Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models
zbMATH Open document ID: 1400.62176
author: Timothy Graves
author: Christian L. E. Franzke
author: Nicholas W. Watkins
author: Robert B. Gramacy
author: Elizabeth Tindale
published in: Physica A
publication date: 2018-11-13T00:00:00Z
full work available at URL: Watkins systematic interference.pdf
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6979051
zbMATH Keywords: long-range dependence
zbMATH Keywords: heavy-tails
zbMATH Keywords: Bayesian estimation
zbMATH Keywords: ARFIMA
MaRDI profile type: Publication
OpenAlex ID: W2569273943
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DOI: 10.1016/J.PHYSA.2017.01.028
description: scientific article; zbMATH DE number 6979051