Bayesian analysis of long memory and persistence using ARFIMA models

G. Koop, E. Ley, J. Osiewalski, M.F.J. Steel

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{f4c36d1820f947f3b765b0f57a098502,

title = "Bayesian analysis of long memory and persistence using ARFIMA models",

author = "G. Koop and E. Ley and J. Osiewalski and M.F.J. Steel",

note = "Pagination: 21",

year = "1997",

language = "English",

volume = "76",

pages = "149--169",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "1-2",

}