CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type |
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CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (English)
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5 February 2016
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LASSO-type estimator
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GMM with continuum of moment method (CGMM) estimator
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process of Ornstein-Uhlenbeck type
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