Open AccessWavelet Empirical Bayes estimator for the linear regression model when errors follow ARFIMA model
Publication year - 2020
Publication title -
xi'an jianzhu ke-ji daxue xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.177
H-Index - 14
ISSN - 1006-7930
DOI - 10.37896/jxat12.03/198
Subject(s) - estimator , linear model , linear regression , econometrics , mathematics , statistics , wavelet , bayes' theorem , general linear model , autoregressive fractionally integrated moving average , bayesian multivariate linear regression , bayesian probability , computer science , artificial intelligence , long memory , volatility (finance)