Bayesian Modelling of ARFIMA Processes by Markov Chain Monte Carlo Methods
| Year of publication: |
1996
|
|---|---|
| Authors: | Pai, J.S. ; Ravishanker, N. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 15.1996, 2, p. 63-82
|