Local Whittle likelihood approach for generalized divergence

DOI10.1111/SJOS.12418MaRDI QIDQ5108977zbMATH OpenOpenAlexWikidataFDO

Authors Yujie Xue, Masanobu Taniguchi

Publication date 7 May 2020

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12418

zbMATH Keywords

spectral densitystationary processlocal Whittle likelihood

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10)

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Cited in

(1)

• Hellinger distance estimation for nonregular spectra

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