How to calculate AIC and BIC for GBM and OU processes in R

Sat, Jun 15, 2013 9:31 AM

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130615/9f8db82d/attachment.pl>

Thread (3 messages)

ousbens How to calculate AIC and BIC for GBM and OU processes in R Jun 15 Dominykas Grigonis How to calculate AIC and BIC for GBM and OU processes in R Jun 15 Mark Leeds How to calculate AIC and BIC for GBM and OU processes in R Jun 15