Regularized bridge-type estimation with multiple penalties (Q2230875)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regularized bridge-type estimation with multiple penalties |
scientific article |
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Regularized bridge-type estimation with multiple penalties (English)
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28 September 2021
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high-frequency scheme
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oracle properties
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multidimensional diffusion processes
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prediction accuracy
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penalized estimation
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quasi-likelihood function
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0.8099858164787292
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0.7782025933265686
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0.7712914943695068
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0.7657262086868286
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0.7605006098747253
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