Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng Linear diffusion with stationary switching regime. (English) Zbl 1033.60084 ESAIM, Probab. Stat. 8, 25-35 (2004). MSC: 60J60 60J75 PDFBibTeX XMLCite \textit{X. Guyon} et al., ESAIM, Probab. Stat. 8, 25--35 (2004; Zbl 1033.60084) Full Text: DOI Numdam EuDML
Guyon, Xavier; Yao, Jian-feng On the underfitting and overfitting sets of models chosen by order selection criteria. (English) Zbl 1070.62516 J. Multivariate Anal. 70, No. 2, 221-249 (1999). MSC: 62M10 62F12 62M40 PDFBibTeX XMLCite \textit{X. Guyon} and \textit{J.-f. Yao}, J. Multivariate Anal. 70, No. 2, 221--249 (1999; Zbl 1070.62516) Full Text: DOI HAL
Bayomog, Samuel; Guyon, Xavier; Hardouin, Cécile; Yao, Jianfeng Contrast-difference test and weighted sum of chi-squares. (Test de différence de contrastes et somme pondérée de khi-deux.) (French) Zbl 0846.62019 Can. J. Stat. 24, No. 1, 115-130 (1996). MSC: 62F05 62M40 62M10 PDFBibTeX XMLCite \textit{S. Bayomog} et al., Can. J. Stat. 24, No. 1, 115--130 (1996; Zbl 0846.62019) Full Text: DOI