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

20 January 2020

Papers citing "Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain"

8 / 8 papers shown

Title
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations Claudia Kirch Alexander Meier R. Meyer Yifu Tang 20 0 0 24 Sep 2024
Fast Machine-Precision Spectral Likelihoods for Stationary Time Series Christopher J. Geoga 29 0 0 25 Apr 2024
Linear Time GPs for Inferring Latent Trajectories from Neural Spike Trains Matthew Dowling Yuan Zhao Il Memming Park 32 6 0 01 Jun 2023
On the asymptotic behavior of a finite section of the optimal causal filter Junho Yang 15 1 0 06 Feb 2023
Bootstrapping Whittle Estimators Jens-Peter Kreiss E. Paparoditis 16 3 0 23 Jul 2021
A prediction perspective on the Wiener-Hopf equations for time series S. Subba Rao Junho Yang 11 1 0 11 Jul 2021
Posterior consistency for the spectral density of non-Gaussian stationary time series Yifu Tang Claudia Kirch J. Lee R. Meyer 24 2 0 01 Mar 2021
Spectral methods for small sample time series: A complete periodogram approach Sourav Das S. Subba Rao Junho Yang AI4TS 6 11 0 01 Jul 2020