Bayesian analysis of long memory and persistence using ARFIMA models
- 28 February 1997
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 76 (1-2) , 149-169
- https://doi.org/10.1016/0304-4076(95)01787-9
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This publication has 30 references indexed in Scilit:
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