Gaussian quasi-information criteria for ergodic Lévy driven SDE

DOI10.1007/s10463-023-00878-2arXiv2203.04039MaRDI QIDQ6138755

Hiroki Masuda, Shoichi Eguchi

Publication date: 16 January 2024

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.04039

zbMATH Keywords

AICBICergodic Lévy driven SDEstepwise Gaussian quasi-likelihood estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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