Remarks on the Approximation of the Likelihood Function of a Stationary Gaussian Process

DOI10.1137/1127016zbMATH Open0537.60030OpenAlexW2017866617MaRDI QIDQ3322932FDOQ3322932

Authors: Jean Coursol, Didier Dacunha-Castelle 

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1127016

zbMATH Keywords

approximation of the likelihood function

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cited In (8)

• Statistical inference for stationary linear models with tapered data
• Asymptotic equivalence of spectral density estimation and Gaussian white noise
• Transformation to approximate independence for locally stationary Gaussian processes
• Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
• Akaike's information criterion correction for the least-squares autoregressive spectral estimator
• Non-regular estimation theory for piecewise continuous spectral densities
• Title not available (Why is that?)
• Title not available (Why is that?)

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