Pages that link to "Item:Q2512621"

The following pages link to An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621):

Displaying 3 items.

• Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
• Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157) (← links)
• A likelihood ratio test for spatial model selection (Q2280579) (← links)