8 papers · 1 filter
QBIC of SEM for jump-diffusion processes based on high-frequency data
Shogo Kusano, Masayuki Uchida
Structural equation modeling (SEM) is a statistical method for analyzing relationships among latent variables. Since SEM is a confirmatory method, the model needs to be specified i…
Akaike-type information criterion of SEM for jump-diffusion processes based on high-frequency data
Shogo Kusano, Masayuki Uchida
Structural equation modeling (SEM) is a statistical method used to investigate relationships among latent variables. In SEM, the model must be specified in advance. However, in pra…
Statistical inference in SEM for diffusion processes with jumps based on high-frequency data
Shogo Kusano, Masayuki Uchida
We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in t…
QBIC of SEM for diffusion processes from discrete observations
Shogo Kusano, Masayuki Uchida
We deal with a model selection problem for structural equation modeling (SEM) with latent variables for diffusion processes. Based on the asymptotic expansion of the marginal quasi…
Quasi-Akaike information criterion of structural equation modeling with latent variables for diffusion processes
Shogo Kusano, Masayuki Uchida
We consider a model selection problem for structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. First, we propose the quasi…
Structural equation modeling with latent variables for diffusion processes and its application to sparse estimation
Shogo Kusano, Masayuki Uchida
We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM…