Cover Image

Akaike-type information criterion of SEM for jump-diffusion processes based on high-frequency data

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kusano, Shogo, Uchida, Masayuki
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

QBIC of SEM for jump-diffusion processes based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2026)

Statistical inference in SEM for diffusion processes with jumps based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2025)

Quasi-Akaike information criterion of structural equation modeling with latent variables for diffusion processes
by: Kusano, Shogo, et al.
Published: (2024)

QBIC of SEM for diffusion processes from discrete observations
by: Kusano, Shogo, et al.
Published: (2024)

Predictive information criterion for jump diffusion processes
by: Uehara, Yuma
Published: (2025)

Quasi-likelihood ratio test for jump-diffusion processes based on adaptive maximum likelihood inference
by: Nishikawa, Hiromasa, et al.
Published: (2025)

A note on numerical evaluation of conditional Akaike information for nonlinear mixed-effects models
by: Zheng, Nan, et al.
Published: (2024)

Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
by: Tonaki, Yozo, et al.
Published: (2024)

Estimation for the damping factor of the driving process of an SPDE in two space dimensions
by: Tonaki, Yozo, et al.
Published: (2024)

Sparse estimation for the drift of high-dimensional Ornstein--Uhlenbeck processes with i.i.d. paths
by: Nakakita, Shogo
Published: (2025)

Prediction-based inference for integrated diffusions with high-frequency data
by: Jørgensen, Emil S., et al.
Published: (2026)

Deep learning of point processes for modeling high-frequency data
by: Gyotoku, Yoshihiro, et al.
Published: (2025)

Volatility change point detection for linear parabolic SPDEs
by: Tonaki, Yozo, et al.
Published: (2025)

Estimation for linear parabolic SPDEs in two space dimensions with unknown damping parameters
by: Tonaki, Yozo, et al.
Published: (2025)

Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
by: Tonaki, Yozo, et al.
Published: (2024)

On uncertainty-penalized Bayesian information criterion
by: Thanasutives, Pongpisit, et al.
Published: (2024)

Efficient estimation for ergodic diffusion processes sampled at high frequency
by: Sørensen, Michael
Published: (2024)

Efficient estimation of stable Levy process with symmetric jumps
by: Brouste, Alexandre, et al.
Published: (2018)

The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties
by: Ayed, Fadhel, et al.
Published: (2020)

Nonparametric density estimation for the small jumps of Lévy processes
by: Duval, Céline, et al.
Published: (2024)

General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data
by: Aubert, Julien, et al.
Published: (2024)

Local estimation of transition rates of jump processes through discretization
by: Bladt, Martin, et al.
Published: (2026)

Local asymptotic normality for mixed fractional Ornstein-Uhlenbeck process under high-frequency observation
by: Cai, Chunhao, et al.
Published: (2026)

Fractional Brownian markets with time-varying volatility and high-frequency data
by: Lahiri, Ananya, et al.
Published: (2017)

Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
by: Chang, Jinyuan, et al.
Published: (2018)

Estimation of a pure-jump stable Cox-Ingersoll-Ross process
by: Bayraktar, Elise, et al.
Published: (2023)

Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
by: Amorino, Chiara, et al.
Published: (2024)

New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency
by: Es-Sebaiy, Khalifa, et al.
Published: (2026)

Akaike information criterion for segmented regression models
by: Nakajima, Kazuki, et al.
Published: (2025)

Non-asymptotic analysis of Langevin-type Monte Carlo algorithms
by: Nakakita, Shogo
Published: (2023)

Adaptive Elastic-Net estimation for sparse diffusion processes
by: De Gregorio, Alessandro, et al.
Published: (2024)

Sharp concentration of uniform generalization errors in binary linear classification
by: Nakakita, Shogo
Published: (2025)

Estimation of the elasticity for CKLS model from high-frequency observations
by: Ning, Boyuan, et al.
Published: (2025)

A penalized criterion for selecting the number of clusters for K-medians
by: Godichon-Baggioni, Antoine, et al.
Published: (2022)

Quasi-likelihood inference for SDE with mixed-effects observed at high frequency
by: Delattre, Maud, et al.
Published: (2025)

Asymptotically uniformly most powerful tests for diffusion processes with nonsynchronous observations
by: Ogihara, Teppei, et al.
Published: (2025)

Quasi-likelihood analysis for adaptive estimation of a degenerate diffusion process
by: Gloter, Arnaud, et al.
Published: (2024)

Nonparametric inference for spot volatility in pure-jump semimartingales
by: Yan, Chengxin, et al.
Published: (2026)

Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
by: Hoffmann, Marc, et al.
Published: (2022)

Spectral estimation for high-dimensional linear processes
by: Namdari, Jamshid, et al.
Published: (2025)