Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes

Journal of Statistical Planning and Inference

Volumn 136, Issue 10, 2006, Pages 3415-3434

  Ko, Kyungduk ^a   Vannucci, Marina ^b  

^a BOISE STATE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

ARFIMA processes; Bayesian inference; Wavelets

Indexed keywords

EID: 33744971417     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2005.01.010     Document Type: Article

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