Lecture
Debiased Whittle Likelihood: Time Series and Spatial Data
Description
This lecture by the instructor covers the Debiased Whittle likelihood for time series and spatial data, addressing issues such as computational cost, covariance models, and spectral pseudo-likelihoods. The Debiased Whittle likelihood fits the spectral density to the periodogram, allowing for better predictions and estimation of physical parameters. The lecture also discusses challenges, robustness to non-Gaussian data, and future challenges in the field.
Official source
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