Schwarz type model comparison for LAQ models

DOI10.3150/17-BEJ928zbMath1419.62047arXiv1606.01627OpenAlexW2963645790MaRDI QIDQ1697055

Shoichi Eguchi, Hiroki Masuda

Publication date: 15 February 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.01627

zbMATH Keywords

quasi-likelihoodlocally asymptotically quadratic familySchwarz's criterionapproximate Bayesian model comparisonGaussian quasi-likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60)

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