Pages that link to "Item:Q5952146"

The following pages link to Information criteria in model selection for mixing processes (Q5952146):

Displaying 26 items.

• Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
• Adaptive estimation of an ergodic diffusion process based on sampled data (Q436297) (← links)
• AIC type statistics for discretely observed ergodic diffusion processes (Q466057) (← links)
• Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
• Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
• Improved predictive model selection (Q951027) (← links)
• Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
• Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
• Moment convergence in regularized estimation under multiple and mixed-rates asymptotics (Q1678536) (← links)
• Moment convergence of regularized least-squares estimator for linear regression model (Q1680803) (← links)
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
• Hybrid estimators for small diffusion processes based on reduced data (Q1785794) (← links)
• Partial mixing and Edgeworth expansion (Q1885365) (← links)
• Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
• Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
• Hybrid multi-step estimators for stochastic differential equations based on sampled data (Q2350913) (← links)
• Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250) (← links)
• Model Selection for Volatility Prediction (Q2956059) (← links)
• (Q5879927) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)