Article
Lag Order Selection for an Optimal Autoregressive Covariance Matrix Estimator
Journal of Applied Statistics
(2010)
Disciplines
Publication Date
2010
Citation Information
Marco Morales. "Lag Order Selection for an Optimal Autoregressive Covariance Matrix Estimator" Journal of Applied Statistics Vol. 37 Iss. 5 (2010) Available at: http://works.bepress.com/marco_morales/3/