Generalised likelihood ratio tests for spectral density (Q5456562)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalised likelihood ratio tests for spectral density |
scientific article; zbMATH DE number 5261474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalised likelihood ratio tests for spectral density |
scientific article; zbMATH DE number 5261474 |
Statements
Generalised likelihood ratio tests for spectral density (English)
0 references
8 April 2008
0 references
ARMA model
0 references
generalised likelihood ratio test
0 references
local least squares
0 references
local likelihood
0 references
periodogram
0 references
spectral density
0 references
