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The debiased Whittle likelihood - MaRDI portal

The debiased Whittle likelihood (Q4973614)

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scientific article; zbMATH DE number 7138228
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English
The debiased Whittle likelihood
scientific article; zbMATH DE number 7138228

    Statements

    title
    The debiased Whittle likelihood (English)
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    author
    Adam M. Sykulski
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    Sofia C. Olhede
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    Arthur P. Guillaumin
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    J. M. Lilly
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    Jeffrey J. Early
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    published in
    Biometrika
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    publication date
    28 November 2019
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    zbMATH Keywords
    computational efficiency
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    fast Fourier transform
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    frequency domain
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    parameter estimation
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    pseudolikelihood
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    Identifiers

    Mathematics Subject Classification ID
    62F12
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    62F10
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    62M10
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    62-08
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    62P12
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    60G10
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    zbMATH DE Number
    7138228
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    OpenAlex ID
    W2964180497
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    arXiv ID
    1605.06718
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    Wikidata QID
    Q128735744
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    DOI
    10.1093/BIOMET/ASY071
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