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

By Howell Tong, Y Matsuda and Y Yajima
Topics: H Social Sciences (General), HA Statistics
Publisher: Bernoulli Society/Institute of Mathematical Statistics
Year: 2006
DOI identifier: 10.3150/bj
OAI identifier: oai:eprints.lse.ac.uk:6241
Provided by: LSE Research Online
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