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Kermarrec, Gaël [Author]; Schild, Niklas [Author]; Hartmann, Jan [Author]

Using Least-Squares Residuals to Assess the Stochasticity of Measurements—Example: Terrestrial Laser Scanner and Surface Modeling - [published Version]

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Basel : MDPI, 2021

Published in: Engineering Proceedings 5 (2021), Nr. 1 ; Engineering Proceedings
Shi, Shuping [Author]; Yu, Jun [Author]; Zhang, Chen [Author]

Finite sample comparison of alternative estimators for fractional Gaussian noise

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https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=3634&context=soe_research

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Singapore: Singapore Management University, November 2022

Published in: Working paper ; 2022,13
Nadarajah, K. [Author]; Martin, Gael M. [Author]; Poskitt, Donald Stephen [Author]

Issues in the estimation of mMis-specified models of fractionally integrated processes

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https://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp18-14.pdf

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Victoria: Monash University, Department of Econometrics and Business Statistics, June 2014

Published in: Monash University: Working paper ; 2014,1800
Andrews, Donald W. K. [Author]; Lieberman, Offer [Author]

Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-Memory Gaussian Time Series

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https://ssrn.com/abstract=311499

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[S.l.]: SSRN, 2003
Velasco, Carlos [Author]

Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now Published in Journal of the American Statistical Association, 95, (2000), Pp.1229-1243.)

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https://ssrn.com/abstract=1162584

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[S.l.]: SSRN, [2008]

Published in: LSE STICERD Research Paper ; No. EM391
Roume, Clément

A guide to Whittle maximum likelihood estimator in MATLAB

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Frontiers Media SA, 2023

Published in: Frontiers in Network Physiology
Velasco, Carlos; Robinson, Peter M.

Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

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Informa UK Limited, 2000

Published in: Journal of the American Statistical Association
Velasco, Carlos; Robinson, Peter M.

Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

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JSTOR, 2000

Published in: Journal of the American Statistical Association
Velasco, Carlos; Robinson, Peter M.

Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

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American Statistical Association, 2000

Published in: Journal of the American Statistical Association
Aga, Mosisa

Edgeworth Expansion for the Whittle Maximum Likelihood Estimator of Linear Regression Processes with Long Memory Residuals

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Canadian Center of Science and Education, 2021

Published in: International Journal of Statistics and Probability
Andrews, Donald W.K.; Lieberman, Offer

VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES

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Cambridge University Press (CUP), 2005

Published in: Econometric Theory
Pfefferlé, David; Abarzhi, Snezhana I.

Whittle maximum likelihood estimate of spectral properties of Rayleigh-Taylor interfacial mixing using hot-wire anemometry experimental data

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American Physical Society (APS), 2020

Published in: Physical Review E
Marques, G.O.L.C.

Empirical aspects of the Whittle-based maximum likelihood method in jointly estimating seasonal and non-seasonal fractional integration parameters

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Elsevier BV, 2011

Published in: Physica A: Statistical Mechanics and its Applications
Shitan, Mahendran; Peiris, Shelton

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study

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Informa UK Limited, 2008

Published in: Communications in Statistics - Simulation and Computation
Pfefferlé, David; Abarzhi, Snezhana I.

Erratum: Whittle maximum likelihood estimate of spectral properties of Rayleigh-Taylor interfacial mixing using hot-wire anemometry experimental data [Phys. Rev. E 102, 053107 (2020)]

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American Physical Society (APS), 2022

Published in: Physical Review E

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