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Contiguity of the Whittle measure for a Gaussian time series - MaRDI portal

Contiguity of the Whittle measure for a Gaussian time series (Q5456563)

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scientific article; zbMATH DE number 5261475
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Contiguity of the Whittle measure for a Gaussian time series
scientific article; zbMATH DE number 5261475

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    Contiguity of the Whittle measure for a Gaussian time series (English)
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    8 April 2008
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    consistency
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    contiguity
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    discrete Fourier transform
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    periodogram
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    spectral density
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    Whittle likelihood
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