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
Departments	Economics Statistics
DOI	10.3150/bj/1145993973
Date Deposited	02 Jul 2008 08:59
URI	https://researchonline.lse.ac.uk/id/eprint/6241

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Tong, Howell
Matsuda, Y
Yajima, Y

H Social Sciences (General)
HA Statistics

http://isi.cbs.nl/BS/bshome.htm (Official URL)

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