A Note on Whittle's Likelihood
DOI10.1080/03610910600880203zbMath1105.62089OpenAlexW1982992474WikidataQ56687359 ScholiaQ56687359MaRDI QIDQ3424293
Eduardo Gutiérrez-Peña, Stephen G. Walker, Alberto Contreras-Cristán
Publication date: 15 February 2007
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910600880203
Gaussian processautocorrelation functionperiodogramspectral densitystationary time seriesgamma processARCH processlinear autoregressive processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (7)
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