Information Criteria in Model Selection for Mixing Processes
Year of publication: |
2001
|
---|---|
Authors: | Uchida, Masayuki ; Yoshida, Nakahiro |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 4.2001, 1, p. 73-98
|
Publisher: |
Springer |
Subject: | information criterion | asymptotic expansion | diffusion process | median-unbiasedness | M-estimators | Malliavin calculus |
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