Information Criteria for Small Diffusions via the Theory of Malliavin–Watanabe
| Year of publication: |
2004
|
|---|---|
| Authors: | Uchida, Masayuki ; Yoshida, Nakahiro |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 7.2004, 1, p. 35-67
|
| Publisher: |
Springer |
| Subject: | information criterion | asymptotic expansion | median unbiasedness | diffusion process with small noise | Malliavin calculus | M-estimators |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391504