Pages that link to "Item:Q2431000"
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The following pages link to Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000):
Displaying 8 items.
- Preliminary test estimation for spectra (Q643220) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- Local Whittle likelihood estimators and tests for spatial lattice data (Q2411293) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Likelihood methods for nonstationary time series and random fields (Q2766506) (← links)
- A Note on Whittle's Likelihood (Q3424293) (← links)
- AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (Q5357573) (← links)