Pages that link to "Item:Q2481686"
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The following pages link to Information criteria for small diffusions via the theory of Malliavin-Watanabe (Q2481686):
Displayed 7 items.
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (Q731952) (← links)
- Approximate martingale estimating functions for stochastic differential equations with small noises (Q947158) (← links)
- Improved predictive model selection (Q951027) (← links)
- Divergences test statistics for discretely observed diffusion processes (Q963864) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)