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

dc.contributor.author	Kruijer, Willem
dc.contributor.author	Rousseau, Judith
dc.date.accessioned	2010-07-22T14:35:21Z
dc.date.available	2010-07-22T14:35:21Z
dc.date.issued	2010
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/4643
dc.language.iso	en	en
dc.subject	Gaussian time series	en
dc.subject.ddc	519	en
dc.subject.classificationjel	C11	en
dc.subject.classificationjel	C14	en
dc.title	On Bayesian Estimation of the Long-Memory Parameter in the FEXP-Model for Gaussian Time Series	en
dc.type	Communication / Conférence
dc.description.sponsorshipprivate	oui	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.conftitle	9th Valencia International Meeting on Bayesian Statistics - 2010 World Meeting of the International Society for Bayesian Analysis	en
dc.relation.confdate	2010-06
dc.relation.confcity	Benidorm	en
dc.relation.confcountry	Espagne	en

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