标题： 基于离散观测的扩散过程的SEM QBIC 显示英文标题

标题： QBIC of SEM for diffusion processes from discrete observations

摘要： 我们研究了具有潜变量的扩散过程结构方程模型（SEM）的模型选择问题。基于边际拟似然的渐近展开，我们提出了两种类型的SEM拟贝叶斯信息准则。证明了这些信息准则具有模型选择一致性。此外，我们通过数值实验检验了所提出的信息准则在有限样本下的性能。 显示英文摘要

摘要： 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-log likelihood, we propose two types of quasi-Bayesian information criteria of the SEM. It is shown that the information criteria have model selection consistency. Furthermore, we examine the finite-sample performance of the proposed information criteria by numerical experiments.