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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
Princeton Language and Intelligence (PLI)
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Article
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peer-review
44
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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
Likelihood Ratio Test
100%
Spectral Density
100%
Generalized Likelihood Ratio
100%
Parametric
25%
Null
25%
Simulation Study
25%
Residuals
25%
Test Statistic
25%
Likelihood Estimator
25%
Sampling Property
25%
Bias Reduction
25%
Parametric Form
25%
Model Fit
25%
Reduction Method
25%
Time Series Model
25%
Bootstrap Approach
25%
Stationary Time Series
25%
Bootstrap Estimate
25%
Spectral Density Function
25%
Keyphrases
Spectral Density
100%
Generalized Likelihood Ratio Test
100%
Simulation Study
25%
Reduction Method
25%
Bootstrap Method
25%
Model Fitting
25%
Test Statistic
25%
Sample Properties
25%
Bias Reduction
25%
Time Series Model
25%
Null Distribution
25%
Parametric Form
25%
Likelihood Estimator
25%
Local Likelihood
25%
Bootstrap Estimator
25%
Bias Correction Methods
25%
Stationary Time Series
25%
Von Mises
25%
Residual Series
25%
Ljung-Box Test
25%