Data driven time scale in Gaussian quasi-likelihood inference
Author:
Funder
Core Research for Evolutional Science and Technology
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-019-09197-x.pdf
Reference30 articles.
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3. Burnham KP, Anderson DR (2002) Model selection and multimodel inference, 2nd edn. Springer, New York
4. Eguchi S, Masuda H (2018) Schwarz type model comparison for LAQ models. Bernoulli 24(3):2278–2327
5. Findley DF, Wei C-Z (2002) AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autoregressions and related models. J Multivar Anal 83(2):415–450
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