Bayesian prediction for vector ARFIMA processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Ravishanker, Nalini ; Ray, Bonnie K. |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 18.2002, 2, p. 207-214
|
| Publisher: |
Elsevier |