Schwarz type model comparison for LAQ models

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Schwarz type model comparison for LAQ models

6 June 2016

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Papers citing "Schwarz type model comparison for LAQ models"

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Title
QBIC of SEM for diffusion processes from discrete observations Shogo Kusano Masayuki Uchida 59 1 0 01 Jul 2024
Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process A. Gloter Nakahiro Yoshida 38 0 0 23 Feb 2024
Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes Simon Clinet 50 2 0 31 Jan 2020
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations Yusuke Kaino Shogo H. Nakakita Masayuki Uchida 22 3 0 27 Nov 2018
Quasi-likelihood analysis of an ergodic diffusion plus noise Shogo H. Nakakita Masayuki Uchida 38 4 0 25 Jun 2018
Adaptive test for ergodic diffusions plus noise Shogo H. Nakakita Masayuki Uchida 36 11 0 05 Apr 2018
Partial quasi likelihood analysis Nakahiro Yoshida 38 4 0 31 Dec 2017