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~isPartOf:"Annals of the Institute of Statistical Mathematics"
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Akaike’s information criteria
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Asymptotically distribution free test
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Diffusions
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Discrete time observation
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Discrete time observations
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Hayashi, Takaki
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Negri, Ilia
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Nishiyama, Yoichi
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Annals of the Institute of Statistical Mathematics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes
Hayashi, Takaki
;
Yoshida, Nakahiro
- In:
Annals of the Institute of Statistical Mathematics
60
(
2008
)
2
,
pp. 367-406
Persistent link: https://www.econbiz.de/10005395632
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2
Goodness of fit test for small diffusions by
discrete
time
observations
Negri, Ilia
;
Nishiyama, Yoichi
- In:
Annals of the Institute of Statistical Mathematics
63
(
2011
)
2
,
pp. 211-225
Persistent link: https://www.econbiz.de/10008925544
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3
Contrast-based information criterion for ergodic diffusion processes from discrete observations
Uchida, Masayuki
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
1
,
pp. 161-187
Persistent link: https://www.econbiz.de/10008497337
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