On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series
| Year of publication: |
2010-06
|
|---|---|
| Authors: | Kruijer, Willem ; Rousseau, Judith |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | Gaussian time series |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Classification: | C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods |
| Source: |
Persistent link: https://www.econbiz.de/10010707412