ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250): Difference between revisions

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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Autoregressive process modeling via the Lasso procedure
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
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+Estimating equations based on eigenfunctions for a discretely observed diffusion process
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+Estimation of an Ergodic Diffusion from Discrete Observations
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Least angle regression. (With discussion)
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+Estimation for diffusion processes from discrete observation
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+Unified LASSO Estimation by Least Squares Approximation
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+LASSO-TYPE GMM ESTIMATOR
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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Publication:2909250