Bayesian Analysis of Long Memory and Persistence using ARFIMA Models

Gary KOOPÊ, Eduardo LEYÊ , Jacek OSIEWALSKIÊ and MarkÊ STEELÊ
Authors registered in the RePEc Author Service: Eduardo Ley

No 1995035, CORE Discussion Papers from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1995-01-01

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Related works:
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (2004)
Journal Article: Bayesian analysis of long memory and persistence using ARFIMA models (1997)
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