Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
Work
Year: 2016
Type: article
Abstract: The theoretical properties of the Whittle likelihood have been studied extensively for many different types of process. In applications however, the utility of the approach is limited by the fact that... more
Source: Journal of Time Series Analysis
Authors Joao Jesus, Richard E. Chandler
Institution University College London
Cites: 43
Cited by: 6
Related to: 10
FWCI: 0.593
Citation percentile (by year/subfield): 67.02
Subfield: Analytical Chemistry
Field: Chemistry
Domain: Physical Sciences
Open Access status: green