Bayesian analysis of long memory and persistence using ARFIMA models

G. Koop ...

Year of publication:	1995
Other Persons:	Koop, Gary (contributor)
Publisher:	Louvain-la-Neuve, Belgium : Center for Operations Research and Econometrics, Univ.
Subject:	ARMA-Modell \| ARMA model \| Zeitreihenanalyse \| Time series analysis \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory \| Schätzung \| Estimation

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