Generalised likelihood ratio tests for spectral density (Q5456562)
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scientific article; zbMATH DE number 5261474
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| default for all languages | No label defined |
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| English | Generalised likelihood ratio tests for spectral density |
scientific article; zbMATH DE number 5261474 |
Statements
Generalised likelihood ratio tests for spectral density (English)
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8 April 2008
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ARMA model
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generalised likelihood ratio test
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local least squares
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local likelihood
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periodogram
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spectral density
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0.8421590328216553
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0.8115499019622803
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0.8095453977584839
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0.8038093447685242
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