Contiguity of the Whittle measure for a Gaussian time series

Biometrika

Volumn 91, Issue 1, 2004, Pages 211-218

  Choudhuri, Nidhan ^a   Ghosal, Subhashis ^b   Roy, Anindya ^c  

^a CASE WESTERN RESERVE UNIVERSITY   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

^c UNIVERSITY OF MARYLAND BALTIMORE COUNTY   (United States)

Author keywords

Consistency; Contiguity; Discrete Fourier transform; Periodogram; Spectral density; Whittle likelihood

Indexed keywords

EID: 10844224032     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.1.211     Document Type: Article

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