Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Gaussian quasi-information criteria for ergodic Lévy driven SDE - MaRDI portal

Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7789517

Language	Label	Description	Also known as
English	Gaussian quasi-information criteria for ergodic Lévy driven SDE	scientific article; zbMATH DE number 7789517

Statements

scholarly article

0 references

Gaussian quasi-information criteria for ergodic Lévy driven SDE (English)

0 references

0 references

0 references

Annals of the Institute of Statistical Mathematics

0 references

publication date

16 January 2024

0 references

full work available at URL

https://arxiv.org/abs/2203.04039

0 references

zbMATH Keywords

AIC

0 references

BIC

0 references

ergodic Lévy driven SDE

0 references

stepwise Gaussian quasi-likelihood estimation

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

Approximations of small jumps of Lévy processes with a view towards simulation

0 references

Uniform moment bounds of Fisher's information with applications to time series

0 references

Joint estimation for SDE driven by locally stable Lévy processes

0 references

Schwarz type model comparison for LAQ models

0 references

Data driven time scale in Gaussian quasi-likelihood inference

0 references

Schwartz‐type model selection for ergodic stochastic differential equation models

0 references

AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.

0 references

Simulation and Inference for Stochastic Processes with YUIMA

0 references

Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data

0 references

0 references

Generalised information criteria in model selection

0 references

0 references

The commutation matrix: Some properties and applications

0 references

Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes

0 references

Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

0 references

Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process

0 references

Optimal stable Ornstein-Uhlenbeck regression

0 references

Quasi-likelihood analysis for the stochastic differential equation with jumps

0 references

Mixed-rates asymptotics

0 references

Estimating the dimension of a model

0 references

Estimation of parameters for diffusion processes with jumps from discrete observations

0 references

Contrast-based information criterion for ergodic diffusion processes from discrete observations

0 references

Adaptive estimation of an ergodic diffusion process based on sampled data

0 references

Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models

0 references

0 references

Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

0 references

Identifiers

0 references

10.1007/s10463-023-00878-2

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6138755

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6138755&oldid=37620346"