AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (Q5357573)
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scientific article; zbMATH DE number 6773642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION |
scientific article; zbMATH DE number 6773642 |
Statements
AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION (English)
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11 September 2017
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empirical likelihood
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estimating function
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minimum contrast estimation
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spectral density matrix
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Whittle likelihood
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