Regularized bridge-type estimation with multiple penalties (Q2230875)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7402482
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regularized bridge-type estimation with multiple penalties |
scientific article; zbMATH DE number 7402482 |
Statements
Regularized bridge-type estimation with multiple penalties (English)
0 references
28 September 2021
0 references
high-frequency scheme
0 references
oracle properties
0 references
multidimensional diffusion processes
0 references
prediction accuracy
0 references
penalized estimation
0 references
quasi-likelihood function
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8099858164787292
0 references
0.7782025933265686
0 references
0.7712914943695068
0 references
0.7657262086868286
0 references
0.7605006098747253
0 references
