Bayesian modelling of ARFIMA processes by Markov Chain Monte Carlo methods

Journal of Forecasting

Volumn 15, Issue 2, 1996, Pages 63-82

  Pai, Jeffrey S ^a,b   Ravishanker, Nalini ^b,c  

^a UNIVERSITY OF BASEL   (Switzerland)

^b UNIVERSITY OF CONNECTICUT   (United States)

^c NEW YORK UNIVERSITY   (United States)

Author keywords

ARFIMA models; Exact likelihood; Model selectionpartial linear regression coefficients

Indexed keywords

EID: 0008703187     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(199603)15:2<63::aid-for606>3.0.co;2-5     Document Type: Article

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