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Bayesian estimation of common long-range dependent models. (English) Zbl 0984.62017

Grigelionis, B. (ed.) et al., Probability theory and mathematical statistics. Proceedings of the 7th international Vilnius conference, Vilnius, Lithuania, August, 12-18, 1998. Vilnius: TEV. 311-324 (1999).
MSC:  62F15 62M10 86A32
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