EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Gaussian long memory processes"
Narrow search

Narrow search

Year of publication
Subject
All
Bayesian nonparametric 1 FEXP priors 1 Gaussian long memory processes 1 consistency 1 rates of convergence 1
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Chopin, Nicolas 1 Liseo, Brunero 1 Rousseau, Judith 1
Institution
All
Université Paris-Dauphine (Paris IX) 1
Published in...
All
Economics Papers from University Paris Dauphine 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
Rousseau, Judith; Chopin, Nicolas; Liseo, Brunero - Université Paris-Dauphine (Paris IX) - 2012
A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density f(λ) can be written as f(λ)=|λ|−2dg(|λ|), where 0d1/2 (resp., −1/2d0), and g is continuous and positive. We propose a novel Bayesian nonparametric approach for the estimation...
Persistent link: https://www.econbiz.de/10011073076
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...