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Exponential tilted likelihood for stationary time series models
- Source :
- Statistical Theory and Related Fields. 6:254-263
- Publication Year :
- 2021
- Publisher :
- Informa UK Limited, 2021.
-
Abstract
- Depending on the asymptotical independence of periodograms, exponential tilted (ET) likelihood, as an effective nonparametric statistical method, is developed to deal with time series in this paper...
- Subjects :
- Statistics and Probability
Statistics::Theory
Computational Theory and Mathematics
Series (mathematics)
Applied Mathematics
Nonparametric statistics
Statistics::Methodology
Independence (mathematical logic)
Applied mathematics
Statistics, Probability and Uncertainty
Analysis
Mathematics
Exponential function
Subjects
Details
- ISSN :
- 24754277 and 24754269
- Volume :
- 6
- Database :
- OpenAIRE
- Journal :
- Statistical Theory and Related Fields
- Accession number :
- edsair.doi...........fa8a99c19570424a1fb9524399a7a357
- Full Text :
- https://doi.org/10.1080/24754269.2021.1978207