Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process
A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density f(?)f(?) can be written as f(?)=|?|-2dg(|?|)f(?)=|?|-2dg(|?|), where 0
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