On penalized estimation for dynamical systems with small noise (Q1753155): Difference between revisions
From MaRDI portal
Revision as of 16:59, 15 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On penalized estimation for dynamical systems with small noise |
scientific article |
Statements
On penalized estimation for dynamical systems with small noise (English)
0 references
28 May 2018
0 references
dynamical systems
0 references
Lasso estimation
0 references
model selection
0 references
inference for stochastic processes
0 references
diffusion-type processes
0 references
oracle properties
0 references
0 references
0 references
0 references
0 references
0 references