The debiased Whittle likelihood-Reference-Cited by-同舟云学术

The debiased Whittle likelihood

Published:2019-02-13 Issue:2 Volume:106 Page:251-266
ISSN:0006-3444
Container-title:Biometrika
language:en
Short-container-title:

Author:

Sykulski Adam M¹,Olhede Sofia C²,Guillaumin Arthur P²,Lilly Jonathan M³,Early Jeffrey J³

Affiliation:

1. Department of Mathematics & Statistics, Lancaster University, Bailrigg, Lancaster LA1 4YW, UK

2. Department of Statistical Science, University College London, Gower Street, London WC1E 6BT, UK

3. NorthWest Research Associates, 4118 148th Avenue NE, Redmond, Washington 98052, USA

Funder

Engineering and Physical Sciences Research Council

7th European Community Framework Programme

Physical Oceanography

National Science Foundation

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability

Link

http://academic.oup.com/biomet/article-pdf/106/2/251/28575450/asy071.pdf

Reference33 articles.

1. An inversion-free estimating equations approach for Gaussian process models;Anitescu;J. Comp. Graph. Statist.,2016

2. A matrix-free approach for solving the parametric Gaussian process maximum likelihood problem;Anitescu;SIAM J. Sci. Comp.,2012

3. Time Series: Theory and Methods

4. Contiguity of the Whittle measure for a Gaussian time series;Choudhuri;Biometrika,2004

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