Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755)
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scientific article; zbMATH DE number 7789517
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian quasi-information criteria for ergodic Lévy driven SDE |
scientific article; zbMATH DE number 7789517 |
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Gaussian quasi-information criteria for ergodic Lévy driven SDE (English)
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16 January 2024
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AIC
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BIC
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ergodic Lévy driven SDE
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stepwise Gaussian quasi-likelihood estimation
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