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

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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
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+WHITTLE ESTIMATION OF ARCH MODELS
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+Q5612941
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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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