Maximum Likelihood in the Frequency Domain: A Time to Build Example
收藏NBER1999-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7027
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资源简介：
A well known result is that the Gaussian log-likelihood can be expressed as the sum over different frequency components. This implies that the likelihood ratio statistic has a similar linear decomposition. We exploit these observations to devise diagnostic methods that are useful for interpreting
提供机构：
美国国家经济研究局
创建时间：
1999-03-01
