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Schwarz type model comparison for LAQ models
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Schwarz type model comparison for LAQ models

Shoichi Eguchi
Hiroki Masuda
ArXiv (abs)PDFHTML

Papers citing "Schwarz type model comparison for LAQ models"

7 / 7 papers shown
Title
QBIC of SEM for diffusion processes from discrete observations
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
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
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
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
Yusuke Kaino
Shogo H. Nakakita
Masayuki Uchida
24
3
0
27 Nov 2018
Quasi-likelihood analysis of an ergodic diffusion plus noise
Quasi-likelihood analysis of an ergodic diffusion plus noise
Shogo H. Nakakita
Masayuki Uchida
40
4
0
25 Jun 2018
Adaptive test for ergodic diffusions plus noise
Adaptive test for ergodic diffusions plus noise
Shogo H. Nakakita
Masayuki Uchida
38
11
0
05 Apr 2018
Partial quasi likelihood analysis
Partial quasi likelihood analysis
Nakahiro Yoshida
38
4
0
31 Dec 2017