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. - Elsevier, ISSN 0304-4076. - Vol. 76.1997, 1-2, p. 149-169
|
| Publisher: |
Elsevier |