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On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series

Kruijer, Willem; Rousseau, Judith (2010), On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series, 9th Valencia International Meeting on Bayesian Statistics - 2010 World Meeting of the International Society for Bayesian Analysis, 2010-06, Benidorm, Espagne

Type
Communication / Conférence
Date
2010
Conference title
9th Valencia International Meeting on Bayesian Statistics - 2010 World Meeting of the International Society for Bayesian Analysis
Conference date
2010-06
Conference city
Benidorm
Conference country
Espagne
Metadata
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Author(s)
Kruijer, Willem
Rousseau, Judith
Subjects / Keywords
Gaussian time series
JEL
C11 - Bayesian Analysis: General
C14 - Semiparametric and Nonparametric Methods: General