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On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 3, pp. 587-601

Persistent link: https://www.econbiz.de/10005395620

Sooner and later waiting time problems in a two-state Markov chain

Uchida, Masayuki; Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics 47 (1995) 3, pp. 415-433

Persistent link: https://www.econbiz.de/10005616116

On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 50 (1998) 4, pp. 655-671

Persistent link: https://www.econbiz.de/10005616345

Contrast-based information criterion for ergodic diffusion processes from discrete observations

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics : AISM 62 (2009) 1, pp. 161-188

Persistent link: https://www.econbiz.de/10008345451

Sooner and later waiting time problems in a two-state Markov chain

Uchida, Masayuki; Aki, Sigeo - In: Annals of the Institute of Statistical Mathematics : AISM 47 (1995) 3, pp. 415-434

Persistent link: https://www.econbiz.de/10007336437

AIC type statistics for discretely observed ergodic diffusion processes

Fujii, Takayuki; Uchida, Masayuki - In: Statistical Inference for Stochastic Processes 17 (2014) 3, pp. 267-282

We consider the model selection problem for ergodic diffusion processes based on sampled data. The adaptive estimators for parameters of drift and diffusion coefficients are used in order to construct Akaike’s information criterion (AIC) type model selection statistics. Asymptotic properties...

Persistent link: https://www.econbiz.de/10010949407