Shrinkage strategies in some multiple multi-factor dynamical systems (Q4921830)
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scientific article; zbMATH DE number 6162841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage strategies in some multiple multi-factor dynamical systems |
scientific article; zbMATH DE number 6162841 |
Statements
Shrinkage strategies in some multiple multi-factor dynamical systems (English)
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14 May 2013
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asymptotic distributional risk
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diffusion process
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MLE
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shrinkage estimator
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Wiener process
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