Schwartz‐type model selection for ergodic stochastic differential equation models (Q5152175)
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scientific article; zbMATH DE number 7396650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Schwartz‐type model selection for ergodic stochastic differential equation models |
scientific article; zbMATH DE number 7396650 |
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Schwartz‐type model selection for ergodic stochastic differential equation models (English)
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17 September 2021
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Gaussian quasi-likelihood
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high-frequency sampling
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Lévy-driven stochastic differential equation
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stepwise model selection
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