On penalized estimation for dynamical systems with small noise (Q1753155)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On penalized estimation for dynamical systems with small noise |
scientific article; zbMATH DE number 6875410
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On penalized estimation for dynamical systems with small noise |
scientific article; zbMATH DE number 6875410 |
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
0.7665988206863403
0 references
0.7605006098747253
0 references
0.7578622698783875
0 references
0.7545971274375916
0 references
0.752785861492157
0 references
