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Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion

Tong, Howell, Matsuda, Y and Yajima, Y (2006) Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12 (2). pp. 221-249. ISSN 1350-7265

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Item Type: Article
Official URL: http://isi.cbs.nl/BS/bshome.htm
Additional Information: © 2006 International Statistical Institute
Library of Congress subject classification: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 02 Jul 2008 08:59
URL: http://eprints.lse.ac.uk/6241/

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