Recommendations
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Cites work
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- Exact local Whittle estimation of fractional integration
- Gaussian semiparametric estimation of long range dependence
- Generalised likelihood ratio tests for spectral density
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- Local Whittle estimation in nonstationary and unit root cases.
- Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
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Cited in
(22)- Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis
- Estimation pitfalls when the noise is not i.i.d.
- Frequency-domain identification of continuous-time ARMA models from sampled data
- Bayesian mixture modeling for spectral density estimation
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
- scientific article; zbMATH DE number 219324 (Why is no real title available?)
- scientific article; zbMATH DE number 934446 (Why is no real title available?)
- The debiased Whittle likelihood
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
- Local Whittle likelihood approach for generalized divergence
- Bayesian Spectral Modeling for Multiple Time Series
- Whittle likelihood estimation of nonlinear autoregressive models with moving average residuals
- Contiguity of the Whittle measure for a Gaussian time series
- scientific article; zbMATH DE number 4186937 (Why is no real title available?)
- Comparison between the exact likelihood and Whittle likelihood for moving average processes
- Posterior consistency for the spectral density of non‐Gaussian stationary time series
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series
- Likelihood Inference for Possibly Nonstationary Processes via Adaptive Overdifferencing
- High-dimensional locally stationary models for identifying neuroimaging biomarkers in autism spectrum disorder
- Bayesian Nonparametric Spectral Analysis of Locally Stationary Processes
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