Adaptive Elastic-net estimation for ergodic diffusion processes

DOI10.1007/978-3-031-64447-4_8MaRDI QIDQ6857210zbMATH OpenFDO

Authors Dario Frisardi, Alessandro De Gregorio, F. Iafrate, Stefano M. Iacus

Publication date 18 February 2026

zbMATH Keywords

optimization algorithmoracleregularized estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Diffusion processes (60J60)

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