Maximum likelihood estimation and model selection for locally stationary processes∗
1996 ◽
Vol 6
(2-3)
◽
pp. 171-191
◽
2006 ◽
Vol 34
(6)
◽
pp. 2790-2824
◽
Keyword(s):
Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes
1996 ◽
Vol 12
(3)
◽
pp. 225-233
2019 ◽
Vol 12
◽
pp. 167-180
◽
2008 ◽
Vol 38
(1)
◽
pp. 157-171
◽
1982 ◽
Vol 77
(378)
◽
pp. 270-278
◽
2006 ◽
Vol 68
(5)
◽
pp. 721-746
◽