Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080): Difference between revisions

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Latest revision as of 07:53, 11 July 2024

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Contrast-based information criterion for ergodic diffusion processes from discrete observations
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    Contrast-based information criterion for ergodic diffusion processes from discrete observations (English)
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    15 January 2016
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    Akaike's information criteria
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    model selection
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    Malliavin calculus
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    maximum contrast estimator
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    large deviation inequality
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    discrete time observation
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