Local Whittle likelihood approach for generalized divergence

DOI10.1111/SJOS.12418zbMATH Open1444.62111OpenAlexW2981564654WikidataQ126987959 ScholiaQ126987959MaRDI QIDQ5108977FDOQ5108977

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

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zbMATH Keywords

spectral densitystationary processlocal Whittle likelihood

Mathematics Subject Classification ID

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

Cited In (1)

• Hellinger distance estimation for nonregular spectra

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