Local Whittle likelihood approach for generalized divergence

DOI10.1111/SJOS.12418zbMath1444.62111OpenAlexW2981564654WikidataQ126987959 ScholiaQ126987959MaRDI QIDQ5108977

Yujie Xue, Masanobu Taniguchi

Publication date: 7 May 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12418

zbMATH Keywords

stationary processspectral densitylocal Whittle likelihood

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Hellinger distance estimation for nonregular spectra

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