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Whittle likelihood
DREAM Suite
Tail Estimation of the Spectral Density Under Fixed-Domain Asymptotics
Statistica Sinica Preprint No: SS-2016-0112R1
Approximate Likelihood for Large Irregularly Spaced Spatial Data
Risk and Statistics
Collective Spectral Density Estimation and Clustering for Spatially
The De-Biased Whittle Likelihood
Global and Local Stationary Modelling in Finance: Theory and Empirical
Bayesian Inference on Structural Impulse Response Functions
Package 'Beyondwhittle'
Quasi-Likelihood Inference for Modulated Non-Stationary Time Series
Inference with the Whittle Likelihood: a Tractable Approach Using Estimating Functions
Gaussian Maximum Likelihood Estimation for ARMA Models II
Frequency-Domain Identification of Continuous-Time ARMA Models
Wavelet-Based Estimation for Gaussian Time Series and Spatio-Temporal Processes
Solution and Estimation Methods for Dsge Models
A Wavelet Whittle Estimator of the Memory Parameter of A
Spectral Methods to Approximate the Likelihood for Irregularly Spaced Spatial Data1 Mimeo Series 2568
Top View
Generalised Likelihood Ratio Tests for Spectral Density
Local Whittle Likelihood Estimators and Tests for Non-Gaussian Linear Processes
Package 'Artfima'
Bayesian Estimation of the Spectral Density of a Time Series
Fitting Graphical Interaction Models to Multivariate Time Series
Bayesian Inference for Stable Differential Equation Models With
Empirical Likelihood Methods in Econometrics: Theory and Practice
Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond Sunday, April 27 - Friday May 2, 2014
Fitting Models of Nonstationary Time Series: an Application to Eeg Data
Multivariate Carma Random Fields
Solution and Estimation Methods for DSGE Models
Generalised Filtering
Solution and Estimation Methods for DSGE Models
Statistical Inference for Functions of the Covariance Matrix in the Stationary Gaussian Time-Orthogonal Principal Components Model
Whittle Estimation of Multivariate Exponential Volatility Models
A Semi-Parametric Estimation Method for the Quantile Spectrum with an Application to Earthquake Classification Using Convolutional Neural Network
A Wavelet Whittle Estimator of the Memory Parameter of a Non-Stationary Gaussian Time Series Éric Moulines, François Roueff, Murad Taqqu
Asymptotic Theory of Cepstral Random Fields
Estimating the Parameters of Ocean Wave Spectra
A Matrix Gamma Process Approach
A Random Variables and Probability Distributions
Tentative Conference Program (In PDF Format)
Estimation and Inference on Granger Causality in a Latent High-Dimensional Gaussian Vector Autoregressive Model∗
Beyond Whittle: Nonparametric Correction of a Parametric Likelihood with a Focus on Bayesian Time Series Analysis
Online Bayesian Inference in Some Time-Frequency Representations of Non-Stationary Processes
587472189.Pdf
A Multivariate Test Against Spurious Long Memory
Independent Component Analysis Involving Autocorrelated Sources with an Application to Functional Magnetic Resonance Imaging
Generalized Spectral Estimation
Fast Approximate Bayesian Inference for Stable Differential Equation
Reconciling the Gaussian and Whittle Likelihood with an Application to Estimation in the Frequency Domain
Spectral Analysis Using Multitaper Whittle Methods with a Lasso Penalty
Markov Chain Monte Carlo Simulation Using the DREAM Software Package: Theory, Concepts, and MATLAB Implementation
Markov Chain Monte Carlo Simulation Using the DREAM Software Package: Theory, Concepts, and MATLAB Implementation
Asymptotic Theory for Stationary Processes 60 5 61 6 Wei Biao Wu 62 7 63 8 64 9 Present Examples of Linear and Nonlinear Processes That Are 65 10 of Form (1)
Ecosta Papers: Published and in Press from 2017
Inference and Estimation in Probabilistic Time-Series Models
The De-Biased Whittle Likelihood
Reconciling the Gaussian and Whittle Likelihood with an Application to Estimation in the Frequency Domain
The Debiased Spatial Whittle Likelihood Arxiv:1907.02447V3
Estimaç˜Ao De Séries ARMA Periódicas Incompletas Na
Using Transforms to Analyze Space-Time Processes
A Frequency Domain Empirical Likelihood for Short