Pages that link to "Item:Q850743"
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The following pages link to Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743):
Displaying 4 items.
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC (Q3476167) (← links)
- Chi‐squared portmanteau tests for structural VARMA models with uncorrelated errors (Q5397961) (← links)