Bayesian semiparametric inference on long-range dependence

Biometrika

Volumn 88, Issue 4, 2001, Pages 1089-1104

  Liseo, Brunero ^a   Marinucci, Domenico ^a   Petrella, Lea ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Bayesian semiparametric methods; Frequency domain analysis; Long range dependence; Markov chain Monte Carlo

Indexed keywords

EID: 10844257810     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/88.4.1089     Document Type: Article

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