Bayesian analysis of long memory and persistence using ARFIMA models
| Year of publication: |
1997
|
|---|---|
| Authors: | Koop, Gary ; Ley, Eduardo ; Osiewalski, Jacek ; Steel, Mark F.J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 76.1997, 1-2, p. 149-170
|