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Liu and Song [19] considered minimum distance estimation for fOU processes.
In order to overcome this difficulty, the minimum distance estimation approach is proposed.
The package 'quadprog' (Turlach and Weingessel [2011]) was used to calculate the minimum distance estimation.
For a more comprehensive discussion of the properties of the minimum distance estimation, we refer to Millar [12].
This chapter examines three broad approaches to model selection: (i) minimum distance estimation criteria, (ii) Bayesian statistics, and (iii) model selection by data compression.
Kolomogorov-Smirnov test is a form of minimum distance estimation.
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We propose a jackknife minimum distance estimator designed to reduce the finite-sample bias of the optimal minimum distance estimator.
Monte Carlo results indicate that our jackknife minimum distance estimator is a promising alternative to existing minimum distance procedures.
Diop and Yode [16] studied the minimum Skorohod distance estimation for a stochastic differential equation driven by a centered Lévy process.
This error corresponds to the minimum distance of the estimation result and the known parts of the target patch, and thus we adopt it as the new criterion.
For the distance estimation, the minimum value is the worst case.fExact communication cost can only be measured by knowing the hardware specifications, especially, the amount of the bytes in the package, number of reserved bytes in package, energy required to transmit a package, etc. Below are the links to the authors' original submitted files for images.
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