Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion
Tong, H., Matsuda, Y. & Yajima, Y.
(2006).
Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion.
Bernoulli,
12(2), 221-249.
https://doi.org/10.3150/bj/1145993973
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 International Statistical Institute |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| DOI | 10.3150/bj/1145993973 |
| Date Deposited | 02 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6241 |
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