AIC type statistics for discretely observed ergodic diffusion processes (Q466057)
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scientific article; zbMATH DE number 6361289
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| default for all languages | No label defined |
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| English | AIC type statistics for discretely observed ergodic diffusion processes |
scientific article; zbMATH DE number 6361289 |
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AIC type statistics for discretely observed ergodic diffusion processes (English)
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24 October 2014
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adaptive estimation
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Akaike's information criterion
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diffusion process
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discrete observations
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model selection
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0.87099206
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0.8708912
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0.8706911
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0.8630841
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0.8609345
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0.85847497
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0.85685945
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