Regularized bridge-type estimation with multiple penalties (Q2230875)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Regularized bridge-type estimation with multiple penalties
scientific article

    Statements

    Regularized bridge-type estimation with multiple penalties (English)
    0 references
    0 references
    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

    Identifiers