A Note on Whittle's Likelihood-Reference-Cited by-同舟云学术

A Note on Whittle's Likelihood

Published:2006-11-23 Issue:4 Volume:35 Page:857-875
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Contreras-Cristán Alberto¹,Gutiérrez-Peña Eduardo¹,Walker Stephen G.²

Affiliation:

1. a Departamento de Probabilidad y Estadística , Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas , UNAM , Mexico D. F , Mexico

2. b Institute of Mathematics Statistics and Actuarial Science, University of Kent , Canterbury , UK

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610910600880203

Reference21 articles.

1. A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return

2. Time Series: Theory and Methods

3. Chandler , R. E. ( 1996 ). A note on analytical solutions to the Whittle likelihood equation . Research Report No. 173 . Department of Statistical Science, University College, UK .

4. Bayesian Estimation of the Spectral Density of a Time Series

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