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Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
Uchida, Masayuki; Yoshida, Nakahiro - In: Statistical Inference for Stochastic Processes 7 (2004) 1, pp. 35-67
Persistent link: https://www.econbiz.de/10005391504
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Information Criteria in Model Selection for Mixing Processes
Uchida, Masayuki; Yoshida, Nakahiro - In: Statistical Inference for Stochastic Processes 4 (2001) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10005616040
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Asymptotic Expansion of M ‐Estimator Over Wiener Space
Sakamoto, Yuji; Yoshida, Nakahiro - In: Statistical Inference for Stochastic Processes 1 (1998) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10005616057
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Asymptotic Expansion for Small Diffusions Applied to Option Pricing
Uchida, Masayuki; Yoshida, Nakahiro - In: Statistical Inference for Stochastic Processes 7 (2004) 3, pp. 189-223
Persistent link: https://www.econbiz.de/10005184579