Information criteria in model selection for mixing processes (Q5952146)
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scientific article; zbMATH DE number 1687769
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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