Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contrast-based information criterion for ergodic diffusion processes from discrete observations |
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Contrast-based information criterion for ergodic diffusion processes from discrete observations (English)
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15 January 2016
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Akaike's information criteria
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model selection
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Malliavin calculus
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maximum contrast estimator
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large deviation inequality
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discrete time observation
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