Journal of forecasting. 1996;15(2):63-82. doi: 10.1002/(sici)1099-131x(199603)15:2<63::aid-for606>3.0.co;2-5 Q12.72025
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
基于马尔可夫链蒙特卡罗方法的ARFIMA过程贝叶斯建模
DOI: 10.1002/(sici)1099-131x(199603)15:2<63::aid-for606>3.0.co;2-5
摘要