Generalised likelihood ratio tests for spectral density

DOI10.1093/biomet/91.1.195zbMath1132.62351OpenAlexW2163231703MaRDI QIDQ5456562

Wenyang Zhang, Jianqing Fan

Publication date: 8 April 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/91.1.195

zbMATH Keywords

periodogramspectral densityARMA modellocal likelihoodlocal least squaresgeneralised likelihood ratio test

Mathematics Subject Classification ID

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