Bayesian analysis of fractionally integrated ARMA with additive noise
| Year of publication: |
2003
|
|---|---|
| Authors: | Hsu, Nan-Jung ; Breidt, F.Jay |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 22.2003, 6, p. 491-514
|