Likelihood Methods for Nonstationary Time Series and Random Fields

Authors

  • R. Dahlhaus Universitat Heidelberg. lnstitut fur Angewandte Mathematik
  • M. Sahm Universitat Heidelberg. lnstitut fur Angewandte Mathematik

DOI:

https://doi.org/10.11606/resimeusp.v4i4.75006

Keywords:

Locally stationarity processes, Random fields

Abstract

In this article we discuss a generalization of the Whittle likelihood approximation from stationary processes to locally stationary processes and random fields.

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Published

2000-05-10

Issue

Vol. 4 No. 4 (2000)

Section

Contents

License

Copyright (c) 2000 R. Dahlhaus, M. Sahm

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

How to Cite

Likelihood Methods for Nonstationary Time Series and Random Fields. (2000). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 4(4), 457-477. https://doi.org/10.11606/resimeusp.v4i4.75006