Work

Novel Bayesian algorithms for ARFIMA long-memory processes: a comparison between MCMC and ABC approaches

Year: 2025

Type: article

Source: Statistics and Computing

DOI: 10.1007/s11222-025-10777-6

Authors: James Cohen Gabor, Clara Grazian

Institution: The University of Sydney

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W4416435358

FWCI: 0.665

Cites: 52

Cited by: 1

Related to: 10