Selecting nonlinear stochastic process rate models using information criteria

DOI10.1016/J.PHYSD.2005.11.007MaRDI QIDQ2492254zbMATH OpenOpenAlexFDO

Authors David M. Walker, Glenn Marion

Publication date 9 June 2006

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2005.11.007

zbMATH Keywords

model selectionnonlinear modelstochastic process modelminimum description length information criteria

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(6)

• Distinguishing population processes by external monitoring
• Stochastic models in population biology: from dynamic noise to Bayesian description and model comparison for given data sets
• Rate estimation for a simple movement model
• scientific article; zbMATH DE number 2175088 (Why is no real title available?)
• Thin film models with constant source: model selection in a stochastic setting
• Selection of Models of Lagged Identification Rates and Lagged Association Rates Using AIC and QAIC

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