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 |
Statements
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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