Rankings
Publications
Sources
Publishers
Scholars
Organizations
About
Login
Register
Home
Publications
Bayesian analysis of autoregressive fractionally integrated moving-average processes
Home
Publications
Bayesian analysis of autoregressive fractionally integrated moving-average processes
Bayesian analysis of autoregressive fractionally integrated moving-average processes
JP
Jeffrey S. Pai
Jeffrey S. Pai
NR
Nalini Ravishanker
Nalini Ravishanker
Publisher Website
Google Scholar
Cite
Download
Share
Download
1 January 1998
journal article
Published by
Wiley
in
Journal of Time Series Analysis
Vol. 19
(1)
,
99-112
https://doi.org/10.1111/1467-9892.00079
Abstract
No abstract available
Keywords
BAYESIAN INFERENCE
EXACT LIKELIHOOD
LONG‐MEMORY MODELS
POSTERIOR DISTRIBUTION
Cited by 22 articles