Matsuda, Yasumasa A test statistic for graphical modelling of multivariate time series. (English) Zbl 1153.62356 Biometrika 93, No. 2, 399-409 (2006). MSC: 62M10 05C90 62M15 65C60 62E20 PDFBibTeX XMLCite \textit{Y. Matsuda}, Biometrika 93, No. 2, 399--409 (2006; Zbl 1153.62356) Full Text: DOI
Matsuda, Yasumasa; Yajima, Yoshihiro; Tong, Howell Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion. (English) Zbl 1098.62118 Bernoulli 12, No. 2, 221-249 (2006). MSC: 62M15 62M10 65C60 05C90 PDFBibTeX XMLCite \textit{Y. Matsuda} et al., Bernoulli 12, No. 2, 221--249 (2006; Zbl 1098.62118) Full Text: DOI Euclid