Adaption of Akaike information criterion under least squares frameworks for comparison of stochastic models
DOI10.1090/qam/1542zbMath1422.62317OpenAlexW2947315671MaRDI QIDQ5234000
Michele L. Joyner, Harvey Thomas Banks
Publication date: 9 September 2019
Published in: Quarterly of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.20/36952
inverse problemsstochastic differential equationsAkaike information criterionrandom differential equationsmodel comparison techniquescontinuous time Markov chain models
Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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