Title of article :
Bayesian prediction for vector ARFIMA processes
Author/Authors :
NaliniRavishanker، نويسنده , , Bonnie K. Ray، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Keywords :
Multiple time series , Predictive distributions , Bayesian inference , Long memory , forecasting , Markov chain Monte Carlo
Journal title :
International Journal of Forecasting
Journal title :
International Journal of Forecasting