Information criteria in model selection for mixing processes (Q5952146): Difference between revisions

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Latest revision as of 10:22, 30 July 2024

scientific article; zbMATH DE number 1687769
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English
Information criteria in model selection for mixing processes
scientific article; zbMATH DE number 1687769

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    Information criteria in model selection for mixing processes (English)
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    2001
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    information criterion
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    asymptotic expansion
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    diffusion process
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    median-unbiasedness
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    M-estimators
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    Malliavin calculus
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