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
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/6241/ |
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