The following pages link to (Q3420148):
Displaying 10 items.
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← 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)
- Further asymptotic properties of the generalized information criterion (Q1950832) (← links)
- Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes (Q1952068) (← links)
- Data driven time scale in Gaussian quasi-likelihood inference (Q2330960) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- (Q5879927) (← links)
