On comparing several spectral densities

Technometrics

Volumn 50, Issue 3, 2008, Pages 317-331

  Fokianos, Konstantinos ^a   Savvides, Alexios ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Asymptotic theory; Information matrix; Likelihood ratio test; Linear process; Periodogram; Simulation; Stationary time series

Indexed keywords

ASYMPTOTIC ANALYSIS; MAXIMUM LIKELIHOOD ESTIMATION; NUMERICAL ANALYSIS; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS; SCINTILLATION; TIME SERIES ANALYSIS;

ASYMPTOTIC THEORY; INFORMATION MATRIX; LIKELIHOOD RATIO TEST; LINEAR PROCESS; PERIODOGRAM; SIMULATION; STATIONARY TIME SERIES;

SPECTRAL DENSITY;

EID: 55149090486     PISSN: 00401706     EISSN: None     Source Type: Journal    
DOI: 10.1198/004017008000000244     Document Type: Article

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