Information theory for maximum likelihood estimation of diffusion models (Q898589)
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scientific article; zbMATH DE number 6522146
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| English | Information theory for maximum likelihood estimation of diffusion models |
scientific article; zbMATH DE number 6522146 |
Statements
Information theory for maximum likelihood estimation of diffusion models (English)
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18 December 2015
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Kullback-Leibler information criterion
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fiber bundle
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high frequency
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infinitesimal generator
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infill asymptotics
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misspecification
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0.8173287510871887
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0.8106546998023987
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0.809894323348999
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0.8079370260238647
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