Information criteria for small diffusions via the theory of Malliavin-Watanabe
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Publication:2481686
DOI10.1023/B:SISP.0000016462.43348.8fzbMath1333.62032MaRDI QIDQ2481686
Masayuki Uchida, Nakahiro Yoshida
Publication date: 15 April 2008
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
62E20: Asymptotic distribution theory in statistics
62M05: Markov processes: estimation; hidden Markov models
60H07: Stochastic calculus of variations and the Malliavin calculus
62B10: Statistical aspects of information-theoretic topics
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