Contrast-based information criterion for ergodic diffusion processes from discrete observations
| Year of publication: |
2010
|
|---|---|
| Authors: | Uchida, Masayuki |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 1, p. 161-187
|
| Publisher: |
Springer |
| Subject: | Akaike’s information criteria | Model selection | Malliavin calculus | Maximum contrast estimator | Large deviation inequality | Discrete time observation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008497337