On Maximum Likelihood Estimation of Parameters of the Spectral Density of Stationary Time Series

Theory of Probability and Its Applications ◽

10.1137/1112013 ◽

1967 ◽

Vol 12 (1) ◽

pp. 115-119 ◽

Author(s):

I. A. Ibragimov

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Spectral Density ◽

Likelihood Estimation ◽

Stationary Time Series ◽

Estimation Of Parameters ◽

Stationary Time

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Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Springer Proceedings in Mathematics & Statistics - Stochastic Models, Statistics and Their Applications ◽

10.1007/978-3-319-13881-7_23 ◽

2015 ◽

pp. 207-214 ◽

Author(s):

Florian Ziel

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Quasi Maximum Likelihood

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Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)

IEEE Transactions on Information Theory ◽

10.1109/tit.1974.1055155 ◽

1974 ◽

Vol 20 (1) ◽

pp. 102-104 ◽

Author(s):

P. Caines ◽

J. Rissanen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Stochastic Processes ◽

Likelihood Estimation ◽

Estimation Of Parameters ◽

Multivariate Gaussian ◽

Gaussian Stochastic Processes

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On Maximum Likelihood Estimation of Parameters of Autoregressive Moving Average Processes

Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians ◽

10.1007/978-94-010-9910-3_4 ◽

1977 ◽

pp. 37-45 ◽

Author(s):

T. W. Anderson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Moving Average Processes

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Maximum Likelihood Estimation of Parameters and Uncertainty in Phytoplankton Models

Uncertainty and Forecasting of Water Quality ◽

10.1007/978-3-642-82054-0_6 ◽

1983 ◽

pp. 157-171 ◽

Author(s):

G. van Straten

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Estimation Of Parameters

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Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy—tailed Innovations

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_7 ◽

2006 ◽

pp. 169-186

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Model ◽

Heavy Tailed ◽

Quasi Maximum Likelihood

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Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach

Estimation in Conditionally Heteroscedastic Time Series Models - Lecture Notes in Statistics ◽

10.1007/3-540-26978-9_5 ◽

2006 ◽

pp. 85-140

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Time Series Models ◽

Recurrence Equations ◽

Stochastic Recurrence ◽

Quasi Maximum Likelihood

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MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS OF THE TRUNCATED CAUCHY DISTRIBUTION

Communication in Statistics- Theory and Methods ◽

10.1081/sta-100105695 ◽

2001 ◽

Vol 30 (8-9) ◽

pp. 1737-1750 ◽

Author(s):

Ram C. Dahiya ◽

Paul G. Staneski ◽

N. Rao Chaganty

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Cauchy Distribution ◽

Estimation Of Parameters

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Moments of the power spectral density estimated from samples of the autocorrelation function (A robust procedure for monitoring changes in the statistical properties of lengthy non-stationary time series such as the EEG)

Electroencephalography and Clinical Neurophysiology ◽

10.1016/0013-4694(85)91076-4 ◽

1985 ◽

Vol 61 (1) ◽

pp. 89-93 ◽

Author(s):

B Saltzberg ◽

W.D Burton ◽

J.S Barlow ◽

N.R Burch

Keyword(s):

Time Series ◽

Spectral Density ◽

Power Spectral Density ◽

Autocorrelation Function ◽

Statistical Properties ◽

Stationary Time Series ◽

Stationary Time ◽

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Nonlinear maximum likelihood estimation of AR time series

Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers ◽

10.1109/acssc.1994.471596 ◽

2002 ◽

Author(s):

L.T. McWhorter ◽

L.L. Scharf

Keyword(s):

Time Series ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation

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Estimation of spectral density of a stationary time series via an asymptotic representation of the periodogram

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(98)00148-7 ◽

1999 ◽

Vol 75 (2) ◽

pp. 281-290 ◽

Author(s):

A.K. Gangopadhyay ◽

B.K. Mallick ◽

D.G.T. Denison

Keyword(s):

Time Series ◽

Spectral Density ◽

Asymptotic Representation ◽

Stationary Time Series ◽

Stationary Time

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