Bayesian estimation of fractional difference parameter in ARFIMA models and its application

Autor:	Masoud Fazlalipour Miyandoab, Parviz Nasiri, Ali M. Mosammam
Rok vydání:	2023
Předmět:	Information Systems and Management Artificial Intelligence Control and Systems Engineering Software Computer Science Applications Theoretical Computer Science
Zdroj:	Information Sciences. 629:144-154
ISSN:	0020-0255
DOI:	10.1016/j.ins.2023.01.108
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cebcd6b4065566f7e14d132786794008 https://doi.org/10.1016/j.ins.2023.01.108 Zobrazit plný text záznamu Full Text from ScienceDirect