An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation (Q5357573)
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scientific article; zbMATH DE number 6773642
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| English | An empirical likelihood approach for non-Gaussian vector stationary processes and its application to minimum contrast estimation |
scientific article; zbMATH DE number 6773642 |
Statements
AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (English)
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11 September 2017
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empirical likelihood
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estimating function
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minimum contrast estimation
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spectral density matrix
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Whittle likelihood
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0.8973709344863892
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0.8429210782051086
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0.8407572507858276
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0.8407572507858276
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