On penalized estimation for dynamical systems with small noise (Q1753155)
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scientific article
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| English | On penalized estimation for dynamical systems with small noise |
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On penalized estimation for dynamical systems with small noise (English)
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28 May 2018
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dynamical systems
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Lasso estimation
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model selection
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inference for stochastic processes
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diffusion-type processes
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oracle properties
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0.7665988206863403
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0.7605006098747253
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0.7578622698783875
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0.7545971274375916
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0.752785861492157
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