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デジタル記事
インターネットで読める全国の図書館
- 件名...J60 Akaike’s information criteria......ihood function discrete time observation
デジタル記事
インターネットで読める全国の図書館
- 要約等Akaike’s information criterion (AIC) is proposed for evaluating sta......rder to obtain AIC, it suffices t......nerally derive AIC for discretely observed diffusion processes since the tran......n densities of diffusion processes do not commonl...... have explicit forms. This paper presents AIC type of information criterion for discretely observed ergodic diffusion processes. The information criterio......tor is derived from a contrast function based on ...
- 件名...J60 Akaike’s information criteria......ihood function discrete time observation
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