Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000): Difference between revisions

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-.1007/s11203-010-9044-9
@@ Property / DOI: 10.1007/s11203-010-9044-9 / rank @@
-Normal rank
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+Automatic Local Smoothing for Spectral Density Estimation
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+Nonlinear time series. Nonparametric and parametric methods
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+Generalised likelihood ratio tests for spectral density
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+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
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+WHITTLE ESTIMATION OF ARCH MODELS
@@ Property / cites work: WHITTLE ESTIMATION OF ARCH MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
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+Locally parametric nonparametric density estimation
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+A central limit theorem for stationary processes and the parameter estimation of linear processes
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+Gaussian semiparametric estimation of long range dependence
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+Asymptotic theory of statistical inference for time series
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@@ Property / DOI @@
+.1007/S11203-010-9044-9
@@ Property / DOI: 10.1007/S11203-010-9044-9 / rank @@
+Normal rank