On penalized estimation for dynamical systems with small noise (Q1753155): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3943776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic processes in cell biology / rank
 
Normal rank
Property / cites work
 
Property / cites work: LASSO-TYPE GMM ESTIMATOR / rank
 
Normal rank
Property / cites work
 
Property / cites work: ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least angle regression. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical foundations of neuroscience / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5491004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4225410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximnm contrast estimation for diffusion processes from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotics of constrained \(M\)-estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for stochastic differential equations with a small diffusion coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4522393 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sufficient condition for asymptotic sufficiency of incomplete observations of a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3968295 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Approach to the Optimality of Minimum Distance Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical biology. Vol. 1: An introduction. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation of the state of a dynamical system with small noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric hypotheses testing for dynamical systems with small noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cube root asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for Lasso-type estimators. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3330343 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5748776 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4841576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On minimum uniform metric estimate of parameters of diffusion-type processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shrinkage strategies in some multiple multi-factor dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4913194 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small-diffusion asymptotics for discretely sampled stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An asymptotic expansion scheme for optimal investment problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Dynamical Systems with Small Noise from Discrete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2844166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate martingale estimating functions for stochastic differential equations with small noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information criteria for small diffusions via the theory of Malliavin-Watanabe / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansion for small diffusions applied to option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4038332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional expansions and their applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank
 
Normal rank

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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references