Contrast-based information criterion for ergodic diffusion processes from discrete observations
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Cited in
(28)- Adaptive test for ergodic diffusions plus noise
- AIC type statistics for discretely observed ergodic diffusion processes
- Partial quasi-likelihood analysis
- VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE
- Adaptive test statistics for ergodic diffusion processes sampled at discrete times
- Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
- Quasi-likelihood analysis and its applications
- Parametric estimation for a parabolic linear SPDE model based on discrete observations
- Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
- Regularized bridge-type estimation with multiple penalties
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
- Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field
- Adaptive estimation for degenerate diffusion processes
- Asymptotic expansion and information criteria
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- Hybrid estimators for small diffusion processes based on reduced data
- Hybrid estimators for stochastic differential equations from reduced data
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- On Rényi information for ergodic diffusion processes
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- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
- Hybrid multi-step estimators for stochastic differential equations based on sampled data
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