The following pages link to A Note on Whittle's Likelihood (Q3424293):
Displaying 11 items.
- Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis (Q2290700) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Frequency-domain identification of continuous-time ARMA models from sampled data (Q2391320) (← links)
- Bayesian mixture modeling for spectral density estimation (Q2407784) (← links)
- Local Whittle likelihood estimators and tests for non-Gaussian stationary processes (Q2431000) (← links)
- Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions (Q2968464) (← links)
- The debiased Whittle likelihood (Q4973614) (← links)
- AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series (Q5084442) (← links)
- Bayesian Spectral Modeling for Multiple Time Series (Q5208088) (← links)
- Posterior consistency for the spectral density of non‐Gaussian stationary time series (Q6049786) (← links)
- Conditional adaptive Bayesian spectral analysis of replicated multivariate time series (Q6627739) (← links)
