A bootstrap approximation for the distribution of the Local Whittle estimator.
Josu ArtecheJesus OrbePublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- maximum likelihood estimator
- confidence intervals
- central limit theorem
- least squares
- probability distribution
- maximum likelihood
- error estimates
- spatial distribution
- approximation algorithms
- discrete random variables
- error estimation
- approximation error
- importance sampling
- uniformly distributed
- closed form
- neural network
- gaussian distribution
- data sets
- error bounds
- maximum a posteriori
- data distribution
- cross validation
- training data