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Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion (2006)

Publication details

Publisher	International Statistical Institute
Repository	lseepr (United Kingdom)
Keywords	H Social Sciences (General), HA Statistics
Type	Article, PeerReviewed
Relation	http://isi.cbs.nl/BS/bshome.htm http://eprints.lse.ac.uk/6241/