Asymptotic expansion and information criteria
From MaRDI portal
(Redirected from Publication:3420148)
Recommendations
- Information criteria in model selection for mixing processes
- Information criteria for small diffusions via the theory of Malliavin-Watanabe
- AIC type statistics for discretely observed ergodic diffusion processes
- Contrast-based information criterion for ergodic diffusion processes from discrete observations
- Information criteria and statistical modeling.
Cited in
(12)- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
- Moment convergence of regularized least-squares estimator for linear regression model
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
- Hybrid estimators for small diffusion processes based on reduced data
- Further asymptotic properties of the generalized information criterion
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes
- Data driven time scale in Gaussian quasi-likelihood inference
- Information criteria for small diffusions via the theory of Malliavin-Watanabe
- Model selection for volatility prediction
- scientific article; zbMATH DE number 7660132 (Why is no real title available?)
- Information criteria in model selection for mixing processes
- Contrast-based information criterion for ergodic diffusion processes from discrete observations
This page was built for publication: Asymptotic expansion and information criteria
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3420148)
