Whittle Likelihood

Wiley StatsRef: Statistics Reference Online ◽

10.1002/9781118445112.stat03498 ◽

2014 ◽

Cited By ~ 2

Author(s):

Yudi Pawitan

Keyword(s):

Whittle Likelihood

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Local Whittle likelihood estimators and tests for spatial lattice data

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2017.06.001 ◽

2017 ◽

Vol 191 ◽

pp. 25-42 ◽

Cited By ~ 1

Author(s):

Kun Chen ◽

Man Wang

Keyword(s):

Lattice Data ◽

Whittle Likelihood ◽

Spatial Lattice ◽

Spatial Lattice Data

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Penalized Whittle-Likelihood Estimates of Spectral Density

Journal of the Royal Statistical Society Series D (The Statistician) ◽

10.2307/2348813 ◽

1993 ◽

Vol 42 (3) ◽

pp. 321

Author(s):

Yudi Pawitan

Keyword(s):

Spectral Density ◽

Whittle Likelihood

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Whittle Likelihood Estimation of Nonlinear Autoregressive Models With Moving Average Residuals

Journal of the American Statistical Association ◽

10.1080/01621459.2014.946513 ◽

2015 ◽

Vol 110 (511) ◽

pp. 1083-1099 ◽

Cited By ~ 3

Author(s):

Tianhao Wang ◽

Yingcun Xia

Keyword(s):

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Models ◽

Whittle Likelihood ◽

Nonlinear Autoregressive ◽

Nonlinear Autoregressive Models

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The debiased Whittle likelihood

Biometrika ◽

10.1093/biomet/asy071 ◽

2019 ◽

Vol 106 (2) ◽

pp. 251-266 ◽

Cited By ~ 9

Author(s):

Adam M Sykulski ◽

Sofia C Olhede ◽

Arthur P Guillaumin ◽

Jonathan M Lilly ◽

Jeffrey J Early

Keyword(s):

Whittle Likelihood

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Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood

Journal of the American Statistical Association ◽

10.1080/01621459.1994.10476785 ◽

1994 ◽

Vol 89 (426) ◽

pp. 600-610 ◽

Cited By ~ 43

Author(s):

Yudi Pawitan ◽

Finbarr O'sullivan

Keyword(s):

Spectral Density ◽

Density Estimation ◽

Spectral Density Estimation ◽

Whittle Likelihood

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Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain

The Annals of Statistics ◽

10.1214/21-aos2055 ◽

2021 ◽

Vol 49 (5) ◽

Author(s):

Suhasini Subba Rao ◽

Junho Yang

Keyword(s):

Frequency Domain ◽

Whittle Likelihood

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Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions

Journal of Time Series Analysis ◽

10.1111/jtsa.12225 ◽

2016 ◽

Vol 38 (2) ◽

pp. 204-224 ◽

Cited By ~ 1

Author(s):

Joao Jesus ◽

Richard E. Chandler

Keyword(s):

Estimating Functions ◽

Whittle Likelihood

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Whittle Likelihood

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess0753 ◽

2004 ◽

Author(s):

Yudi Pawitan

Keyword(s):

Whittle Likelihood

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Whittle Likelihood

Encyclopedia of Statistical Sciences ◽

10.1002/0471667196.ess0753.pub2 ◽

2006 ◽

Author(s):

Yudi Pawitan

Keyword(s):

Whittle Likelihood

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Local Whittle likelihood approach for generalized divergence

Scandinavian Journal of Statistics ◽

10.1111/sjos.12418 ◽

2019 ◽

Vol 47 (1) ◽

pp. 182-195

Author(s):

Yujie Xue ◽

Masanobu Taniguchi

Keyword(s):

Whittle Likelihood ◽

Likelihood Approach

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