Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080)
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scientific article; zbMATH DE number 6531010
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| English | Contrast-based information criterion for ergodic diffusion processes from discrete observations |
scientific article; zbMATH DE number 6531010 |
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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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0.8691869974136353
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0.7874836921691895
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0.7827824950218201
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0.7600692510604858
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