Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (Q2054529)
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scientific article
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| English | Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain |
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Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain (English)
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3 December 2021
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biorthogonal transforms
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discrete Fourier transform
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periodogram
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quasi-likelihoods
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second order stationary time series
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Toeplitz inverse
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0.7950733304023743
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0.772487223148346
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0.758499264717102
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