Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (Q850743)
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| Language | Label | Description | Also known as |
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| English | Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion |
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Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion (English)
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6 November 2006
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conditional independence
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consistency
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graphical model
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Kullback-Leibler divergence
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model selection
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multivariate time series
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periodogram
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spectral density matrix
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