Author:
Cogley Timothy,Startz Richard
Publisher
Emerald Publishing Limited
Reference15 articles.
1. Finite sample properties of estimators for auto-regressive moving average processes;Journal of Econometrics,1980
2. Bayes inference in regression models with ARMA (p, q) errors;Journal of Econometrics,1994
3. Marginal likelihood from the Metropolis-Hastings output;Journal of the American Statistical Association,2001
4. Bayesian inference for ARFIMA models;Journal of Time Series Analysis