Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions-Reference-Cited by-同舟云学术

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Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions

Published:2016-12-20 Issue:2 Volume:38 Page:204-224
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Jesus Joao¹,Chandler Richard E.¹^ORCID

Affiliation:

1. Department of Statistical Science; University College London; Gower Street London WC1E 6BT UK

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jtsa.12225/fullpdf

Reference35 articles.

1. Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle ′s estimate;Bardet;Journal of Time Series Analysis,2008

2. Asymptotic theory of estimates of k-th order spectra;Brillinger;Proc Nat Acad Sciences USA,1967

3. A spectral method for estimating parameters in rainfall models;Chandler;Bernoulli,1997

4. Inference for clustered data using the independence log-likelihood;Chandler;Biometrika,2007

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic Models of Rainfall;Annual Review of Statistics and Its Application;2023-10-31

2. The Debiased Spatial Whittle Likelihood;Journal of the Royal Statistical Society Series B: Statistical Methodology;2022-07-20

3. The debiased Whittle likelihood;Biometrika;2019-02-13

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