Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080)
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: Contrast-based information criterion for ergodic diffusion processes from discrete observations |
scientific article; zbMATH DE number 6531010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contrast-based information criterion for ergodic diffusion processes from discrete observations |
scientific article; zbMATH DE number 6531010 |
Statements
Contrast-based information criterion for ergodic diffusion processes from discrete observations (English)
0 references
15 January 2016
0 references
Akaike's information criteria
0 references
model selection
0 references
Malliavin calculus
0 references
maximum contrast estimator
0 references
large deviation inequality
0 references
discrete time observation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
