Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Year of publication: |
1996
|
---|---|
Authors: | Pai, Jeffrey |
Other Persons: | Ravishanker, Nalini (contributor) |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 15.1996, 2, p. 63-82
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
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