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math.ST2024
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…
math.ST2024
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…