Asymptotic expansion and information criteria

SUT Journal of Mathematics

Volumn 42, Issue 1, 2006, Pages 31-58

  Uchida, Masayuki ^a   Yoshida, Nakahiro ^b  

^a KYUSHU UNIVERSITY   (Japan)

^b UNIVERSITY OF TOKYO   (Japan)

Author keywords

Diffusion process; M estimators; Malliavin calculus; Median unbiasedness

Indexed keywords

EID: 77950689921     PISSN: 09165746     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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