Bayesian analysis of fragtionally 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 783432-9. - Vol. 22.2003, 6/7, p. 491-514
|
Subject: | Theorie | Theory | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
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