Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals (Q5367422): Difference between revisions
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Revision as of 20:01, 5 March 2024
scientific article; zbMATH DE number 6790910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals |
scientific article; zbMATH DE number 6790910 |
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Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals (English)
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13 October 2017
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likelihood estimation
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autoregressive model
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Whittle likelihood estimation (WLE)
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asymptotic theory
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correlated residuals
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moving average process
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nonlinear time series
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spectral analysis
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