Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000): Difference between revisions
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Revision as of 18:37, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Whittle likelihood estimators and tests for non-Gaussian stationary processes |
scientific article |
Statements
Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (English)
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8 April 2011
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non-Gaussian linear process
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local Whittle likelihood estimator
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spectral density
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local likelihood ratio test
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