AIC type statistics for discretely observed ergodic diffusion processes (Q466057)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: AIC type statistics for discretely observed ergodic diffusion processes |
scientific article; zbMATH DE number 6361289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AIC type statistics for discretely observed ergodic diffusion processes |
scientific article; zbMATH DE number 6361289 |
Statements
AIC type statistics for discretely observed ergodic diffusion processes (English)
0 references
24 October 2014
0 references
adaptive estimation
0 references
Akaike's information criterion
0 references
diffusion process
0 references
discrete observations
0 references
model selection
0 references
0 references
0 references
0.87099206
0 references
0.8708912
0 references
0.8706911
0 references
0 references
0.8630841
0 references
0.8609345
0 references
0.85847497
0 references
0.85685945
0 references
