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Generalised likelihood ratio tests for spectral density
Jianqing Fan
, Wenyang Zhang
Operations Research & Financial Engineering
Bendheim Center for Finance
Center for Statistics & Machine Learning
Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
36
Scopus citations
Overview
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Dive into the research topics of 'Generalised likelihood ratio tests for spectral density'. Together they form a unique fingerprint.
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Mathematics
Generalized Likelihood Ratio Test
94%
Spectral Density
74%
Bootstrap
41%
Local Likelihood
31%
Bias Reduction
29%
Spectral Density Function
29%
Bias Correction
28%
Stationary Time Series
27%
Time Series Models
24%
Reduction Method
24%
Null Distribution
24%
Parametric Model
23%
White noise
21%
Test Statistic
19%
Form
18%
Simulation Study
15%
Testing
15%
Restriction
14%
Alternatives
13%
Series
13%
Estimator
13%
Family
10%
Estimate
10%
Model
7%
Business & Economics
Spectral Density
100%
Likelihood Ratio Test
80%
Bootstrap
47%
Bias Correction
31%
Bias Reduction
25%
Stationary Time Series
24%
Density Function
21%
Test Statistic
17%
Time Series Models
17%
Sampling
17%
Alternative Models
16%
Simulation Study
15%
Testing
13%
Estimator
13%
Engineering & Materials Science
Spectral density
88%
Time series
57%
White noise
36%
Probability density function
32%
Statistics
24%
Sampling
23%
Testing
17%
Agriculture & Biology
testing
25%
time series analysis
18%
methodology
11%
statistics
7%
sampling
2%
Medicine & Life Sciences
Datasets
13%
Statistics
12%