research
∙
03/08/2022
Gaussian quasi-information criteria for ergodic Lévy driven SDE
We consider relative model comparison for the parametric coefficients of...
share
research
∙
04/28/2019
Schwartz type model selection for ergodic stochastic differential equation models
We study the construction of the theoretical foundation of model compari...
research
∙
01/31/2018
