A note on Whittle's likelihood

Communications in Statistics: Simulation and Computation

Volumn 35, Issue 4, 2006, Pages 857-875

  Contreras Cristán, Alberto ^a,c   Gutiérrez Peña, Eduardo ^a   Walker, Stephen G ^b  

^a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

^b UNIVERSITY OF KENT   (United Kingdom)

^c Ciudad Universitaria   (Mexico)

Author keywords

ARCH process; Autocorrelation function; Gamma process; Gaussian process; Periodogram; Spectral density; Stationary time series

Indexed keywords

EID: 33750201391     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910600880203     Document Type: Article

References (21)