Bayesian analysis of long memory and persistence using ARFIMA models

Gary Koop, Eduardo Ley, Jacek Osiewalski and Mark Steel

No 1246, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1997-01-01
Note: In : Journal of Econometrics, 76, 149-169, 1997
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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)
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (1995)
Working Paper: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (1995)
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