Likelihood-based analysis of a class of generalized long-memory time series models

Journal of Time Series Analysis

Volumn 28, Issue 3, 2007, Pages 386-407

  Brockwell, A E ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Bayesian; Exact likelihood; Long memory; Markov chain Monte Carlo; Neurone spikes; Non Gaussian; Nonlinear; Stochastic volatility

Indexed keywords

EID: 34247372733     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2006.00515.x     Document Type: Article

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