Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
| Year of publication: |
2010
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|---|---|
| Authors: | Naito, Tomohito ; Asai, Kohei ; Amano, Tomoyuki ; Taniguchi, Masanobu |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 3, p. 163-174
|
| Publisher: |
Springer |
| Subject: | Non-Gaussian linear process | Local Whittle likelihood estimator | Spectral density | Local likelihood ratio test | Primary 62G07 | Secondary 62G10 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775916