Likelihood Methods for Nonstationary Time Series and Random Fields

R. Dahlhaus; M. Sahm

doi:10.11606/resimeusp.v4i4.75006

Likelihood Methods for Nonstationary Time Series and Random Fields

Autores

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

DOI:

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

Palavras-chave:

Locally stationarity processes, Random fields

Resumo

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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Como Citar

Dahlhaus, R., & Sahm, M. (2014). Likelihood Methods for Nonstationary Time Series and Random Fields. Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 4(4), 457-477. https://doi.org/10.11606/resimeusp.v4i4.75006