Adaption of Akaike information criterion under least squares frameworks for comparison of stochastic models

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)831-859
Number of pages29
JournalQuarterly of Applied Mathematics
Volume77
Issue number4
DOIs
StatePublished - 2019

ASJC Scopus Subject Areas

  • Applied Mathematics

Keywords

  • AIC
  • Akaike information criterion
  • Continuous time Markov chain models
  • CTMC
  • Inverse problems
  • Model comparison techniques
  • Random differential equations
  • RDE
  • SDE
  • Stochastic differential equations

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