On characterizations od spectral density matrices by cross validated log likelihood criterion
Yasumasa Matsuda; Yoshihiro Yajima; Howell Tong
| Year of publication: |
June 2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Matsuda, Yasumasa (contributor) ; Yajima, Yoshihiro (contributor) ; Tong, Howell (contributor) |
| Institutions: | London School of Economics and Political Science (contributor) |
| Publisher: |
London : LSE |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution |
| Extent: | Online-Ressource, 22 p. = 341 KB, text ill |
|---|---|
| Series: | Research reports / LSE. - London, ZDB-ID 2109277-1. - Vol. 109 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002144601