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- W2077461133 abstract "For a general non-Gaussian stationary linear process, quasi-maximum likelihood estimation of a subset of the parameters of the spectral density is considered when the complementary subset is suspected to be superfluous. A preliminary test quasi-maximum likelihood estimator (q-MLE) of parameters is introduced and, in the light of its mean square error, is compared with the restricted and unrestricted q-MLE." @default.
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- W2077461133 date "2011-11-01" @default.
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- W2077461133 title "Preliminary test estimation for spectra" @default.
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- W2077461133 doi "https://doi.org/10.1016/j.spl.2011.06.006" @default.
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