Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q225817 |
Changed an Item |
||
| Property / author | |||
| Property / author: Rainer Dahlhaus / rank | |||
Normal rank | |||
Revision as of 12:57, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes |
scientific article |
Statements
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (English)
0 references
12 July 2007
0 references
empirical spectral process
0 references
exponential inequalities for quadratic forms
0 references
nonparametric maximum likelihood estimation
0 references
locally stationary processes
0 references
sieve estimation
0 references
