On characterizations od spectral density matrices by cross validated log likelihood criterion
Year of publication: |
June 2004 ; [Elektronische Ressource]
|
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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 |
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