Information Criteria in Model Selection for Mixing Processes
| Year of publication: |
2001
|
|---|---|
| Authors: | Uchida, Masayuki ; Yoshida, Nakahiro |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 4.2001, 1, p. 73-98
|
| Publisher: |
Springer |
| Subject: | information criterion | asymptotic expansion | diffusion process | median-unbiasedness | M-estimators | Malliavin calculus |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616040