A Note on Whittle's Likelihood (Q3424293)

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A Note on Whittle's Likelihood
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    title
    A Note on Whittle's Likelihood (English)
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    author
    Q175471
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    publication date
    15 February 2007
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    Mathematics Subject Classification ID
    62M15
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    62M10
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    65C60
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    zbMATH DE Number
    5127603
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    zbMATH Keywords
    ARCH process
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    autocorrelation function
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    gamma process
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    Gaussian process
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    periodogram
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    spectral density
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    stationary time series
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    linear autoregressive processes
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