Contiguity of the Whittle measure for a Gaussian time series
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Publication:5456563
DOI10.1093/biomet/91.1.211zbMath1132.62350OpenAlexW2123448756WikidataQ55953547 ScholiaQ55953547MaRDI QIDQ5456563
Subhashis Ghosal, Nidhan Choudhuri, Anindya Roy
Publication date: 8 April 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/91.1.211
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
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