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

✍ Scribed by Masayuki Uchida

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation for diffusion processes from

✍ Nakahiro Yoshida 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 873 KB

M-Estimation for Discretely Observed Erg

✍ Yasutaka Shimizu 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 437 KB

Estimation of Parameters for Diffusion P

✍ Yasutaka Shimizu; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 447 KB

Estimation of parameters for discretely

✍ Yasutaka Shimizu 📂 Article 📅 2010 🏛 Springer Japan 🌐 English ⚖ 364 KB