Generalised likelihood ratio tests for spectral density

Biometrika

Volumn 91, Issue 1, 2004, Pages 195-209

  Fan, Jianqing ^a   Zhang, Wenyang ^b  

^a Princeton University   (United States)

^b UNIVERSITY OF KENT   (United Kingdom)

Author keywords

ARMA model; Generalised likelihood ratio test; Local least squares; Local likelihood; Periodogram; Spectral density

Indexed keywords

EID: 24644498139     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/91.1.195     Document Type: Article

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