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Bayesian inference for long memory term structure models:
Valente, Fernanda
;
Laurini, Márcio
Journal of Statistical Computation and Simulation. 94 (2024) 8 - p. 1735-1759 , 2024
Link:
https://doi.org/10.1080/00949655.2023.2299938
RT Journal T1 <Title>Bayesian inference for long memory term structure models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_00949655.2023.2299938&Exemplar=1&LAN=DE A1 Valente, Fernanda A1 Laurini, Márcio PB Informa UK Limited YR 2024 SN 0094-9655 SN 1563-5163 JF Journal of Statistical Computation and Simulation VO 94 IS 8 SP 1735 OP 1759 LK http://dx.doi.org/https://doi.org/10.1080/00949655.2023.2299938 DO https://doi.org/10.1080/00949655.2023.2299938 SF ELIB - SuUB Bremen
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