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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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Identification Number: 10.3150/bj/1145993973
Item Type: Article
Official URL: http://isi.cbs.nl/BS/bshome.htm
Additional Information: © 2006 International Statistical Institute
Divisions: Economics
Statistics
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Date Deposited: 02 Jul 2008 08:59
Last Modified: 13 Sep 2024 22:11
URI: http://eprints.lse.ac.uk/id/eprint/6241

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